Risk Management and Analysis, Volume 2: New Markets and Products (Wiley Series in Financial Engineering)
Language: English
Published by Wiley, 1998
- Hardcover
- Used

Seller: Wonder Book, Frederick, MD, U.S.A.Wonder Book
AbeBooks seller since November 1, 1997
Condition: Used - As new
£ 6.63
Quantity: 1 available
Add to basketItem description from seller
Like New condition. Very Good dust jacket. Volume 2. A near perfect copy that may have very minor cosmetic defects.
Seller Inventory # J03D-01819
- Title
- Risk Management and Analysis, Volume 2: New Markets and Products (Wiley Series in Financial Engineering)
- Publisher
- Wiley
- Publication year
- 1998
- Condition
- As New
- Dust jacket
- Dust Jacket Included
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471979597
- ISBN 13
- 9780471979593
- Edition
- 2nd Edition
The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains.
New Markets and Products begins with two chapters on emerging markets. The book then goes on to cover markets and products of increasing complexity: standard equity and interest rate derivatives, exotic options, swap (and swaptions), volatility trading and finally credit derivatives.
The contributors are all acknowledged experts in their fields: Michael Howell, Mark Fox, Ian King, Chris Rogers, Andrew Street, Riccardo Rebonato, Edmond Levy, Bryan Thomas, Vincent Lacoste, Desmond Fitzgerald and Blythe Masters.
New Markets and Products will be an essential reference tool for risk managers, institutional investors, fund managers, bankers, corporate treasurers and financial consultants.
"In this volume Carol Alexander has gathered together ten articles that are concerned with important recent developments in financial markets. Two of the articles are concerned with emerging markets. They explore the reasons for their growth and the nature of the investment opportunities available. The remaining eight articles are concerned with derivatives. There are chapters on equity derivatives, interest rate derivatives, exotic options, volatility trading, and credit derivatives. The final chapter on credit derivatives is particularly timely. This market is in the process of transforming the way banks manage credit risk. I have seen no other discussion of the market as comprehensive and useful as that provided by Blythe Masters. Market participants and students alike will find much useful and thought-provoking information in this volume."
―John Hull, August 1998
"Synopsis" may belong to another edition of this title.
About the Author
Carol Alexander obtained her PhD in Algebraic Number Theory, then worked at the Gemente Universiteit in Amsterdam and at UBS Phillips and Drew in London before joining the Mathematics Faculty of the University of Sussex in 1985. She holds a BSc in Mathematics with Experimental Psychology and an MSc in Econometrics and Mathematical Economics from the London School of Economics. Since 1990 Dr Alexander has been consulting, training, speaking at conferences, writing books and articles, and developing software in the areas of risk management and investment analysis. In 1996 she became the academic director of Algorithmics Inc (part-time) and in 1998 she eventually left the academic world to join Nikko Global Holdings as Director and Head of Market Risk Modelling. However, she retains a visiting fellowship at the University of Sussex. She has developed a number of computer programs and software packages for Risk and Investment analysis based on time series techniques. One of these was the winner of the first International Non-Linear Financial Forecasting Competition in 1997. Another used the concept of cointegration to build long-term index tracking tools for fund management, and long-short strategies for portfolio hedging. A third software module is based on her original research, using orthogonal factors to produce large GARCH covariance matrices for factor models.
"About the title" may belong to another edition of this title.
Wonder Book
Frederick, MD, U.S.A.
Shipping rates within U.S.A.
| Item | 5 to 9 business days | 3 to 6 business days |
|---|---|---|
| First item | £ 0.00 | £ 8.23 |
Payment methods
Store description
With 3 stores less than 1 hour outside the DC/Metropolitan area (1 in Gaithersburg, 1 in Frederick and 1 in Hagerstown, MD), we have the largest selection of books in the tri-state area. Wonder Book and Video has been in business since 1980 and online since 1997. We have over 1 Million books for sale on our website and another 1 Million books for sale in our 3 locations. Items on Abe are not necessarily in stock at our retail locations. Please do not call the stores to place orders for Abe Books sales. We have a very active online inventory and as such, we can receive multiple orders for the same item. We fill those orders on a first come first serve basis, but will refund promptly any items that are out of stock. Since 1980 it has always been about the books. ALL kinds of books from 95 cent children's paperbacks to five figure rare and collectibles. A merging of the old and new is where we started, and it is where we are today. Our retail stores have always been places where a reader can rush in looking for a title needed for a term paper that is due the next day, or where bibliophiles can get lost "in the stacks" for as long as they wish. In 2002 USAToday recognized us as "1 of 10 Great Old Bookstores", and we have been featured in numerous other newspaper and TV stories including Washington Post and CSpan. Members ABAA, ILAB.…
Association member
Members of these associations are committed to maintaining the highest standards. They vouch for the authenticity of all items offered for sale. They provide expert and detailed descriptions, disclose all significant defects and/or restorations, provide clear and accurate pricing, and operate with fairness and honesty during the purchase experience.Seller's business information
Wonder Book
Wonder Book and Video, 1550 Tilco Drive
Frederick, MD U.S.A. 21704
Terms of sale
We want you to be satisfied with the book you order. Our general description is
conservative and the book should be as good or better than our general
description
may indicate.
As we often get many requests for the same book, in some cases the book may
already be sold. We will email you regarding the availability.
RETURNS are cheerfully accepted up to 30 days. We ship out within 1-2 business
days and U.S. Standard Shipments usually arrive within 6-9 business days,
Priority 3-6. We want you to be satisfied with the book you order. Our general
description is conservative and the book should be as good or better than our
general description may indicate. We respond to every order inquiry within 2
business days, however our emails may occassionally get moved to spam/junk
folders or refused from your internet/email provider. IF YOU HAVE EMAILED US AND
HAVE NOT RECEIVED A RESPONSE - PLEASE CHECK YOUR SPAM SETTINGS AND/OR ADD OUR
EMAIL TO YOUR ADDRESS BOOK.
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Wonder Book, Frederick, Maryland, U.S.A., without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
STANDARD DOMESTIC U.S. SHIPPING IS FREE. Priority Shipping is only $6.99 for first item, $1 each additional. Orders ship within 2 business days. Shipping outside of U.S. is typically between $8-13 and takes between 8-15 business days. Heavier books may require additional shipping. Faster Needs Please Inquire.