Description
* The global money market
* Foreign exchange transaction and foreign exchange derivatives
* Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity
* Interest rate swaps, currency swaps, and exchange-traded futures
* Stochastic models and option pricing
* Stochastic models of the yield curve
About the Author
GIORGIO S. QUESTA is a senior consultant at Pareto Partners, a quantitative institutional asset management firm with operations in the U.K., the U.S., and Australia. He teaches a number of graduate courses in finance, both in the U.S. and Europe. Previously, he was the CEO of IMI International, an investment banking and asset management firm with operations in New York, London, Frankfurt, and Luxembourg. He has also worked with Procter & Gamble and Andersen Consulting.
Book Information
ISBN 9780471246534
Author Giorgio S. Questa
Format Hardback
Page Count 368
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 848g
Dimensions(mm) 262mm * 188mm * 29mm