Financial Times Handbook of Financial Engineering, The: Using Derivatives To Manage Risk, 3rd edition

Published by FT Publishing International (April 18, 2013) © 2014
Lawrence Galitz

Title overview

The Financial Times Handbook of Financial Engineering clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged.

All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data.

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Table of contents

  • 1.  Introduction
  • 2.  The Cash Markets
  • 3.  Forward Rates
  • 4.  FRAs
  • 5.  Financial Futures
  • 6.  Short-Term Interest Rate Futures
  • 7.  Bond and Stock Index Futures
  • 8.  Swaps
  • 9.  Pricing
  • 10. Options – Basics and Pricing
  • 10A. Options – Volatility and the Greeks
  • 11. Options - From Building Blocks to Portfolios
  • 12.  Interest Rate and Exotic Options
  • 13.  Introducing Credit Derivatives
  • 13A.  CDS Pricing and Credit Indices
  • 14.  Applications for Financial Engineering
  • 15.  Managing Currency Risk
  • 16.  Managing Interest-Rate Risk using FRAs, Futures and Swaps
  • 17.  Managing Interest-Rate Risk – Using Options and Option-Based Instruments
  • 18.  Managing Equity Risk
  • 19.  Managing Commodity Risk
  • 20.  Managing Credit Risk
  • 21.  Structured Products

 

Author bios

Lawrence Galitz is a director and founder of ACF Consultants, a leading provider of financial markets training to major investment banks, central banks, investment institutions and corporations around the world. He is also a director of Acumen Technologies, which produces eLearning and learning management solutions. In these roles he has developed an international reputation both as a dynamic and exceptionally gifted instructor, and also as a writer of great clarity. His innovative blended learning techniques, integrating eLearning and simulation with instructor-led training, create a highly motivating, multi-faceted learning experience.

 

Lawrence Galitz has a PhD in banking and finance and has extensive experience of consulting for a wide range of clients in the global financial markets.

 

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