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Informationen zum Autor TANYA S. BEDER is Chairman of SBCC in New York. She has clients around the world and is a featured speaker in the areas of risk management, structured securities, strategy, governance and financial forensics. Beder is on the Board of Directors of American Century Mutual Funds, the National Board of Mathematics and Their Applications and is an Appointed Fellow of the International Center for Finance at Yale University. Previously, she was CEO of Tribeca, a $3 billion multi-strategy hedge fund and Managing Director of Caxton, a $10 billion investment firm. Beder is widely published, including in The Journal of Portfolio Management, Financial Analysts Journal, and Harvard Business Review . Her degrees are from Harvard and Yale Universities. CARA M. MARSHALL is a professor of finance and risk management at Queens College of the City University of New York and consults to the financial services community as a training consultant. She has been published in the Global Finance Journal and contributed to Financial Derivatives: Pricing and Risk Management (also published by Wiley). Klappentext A comprehensive guide to the essential aspects of financial engineeringDivided into four informative parts, this resource puts financial engineering in perspective and gives readers a better understanding of how it can be applied in real-world situations. Readers will gain familiarity with the different players, developments, and products of various markets-from fixed income, equity, and derivatives to foreign exchange-and learn about the role financial engineering has played in each one. Financial engineering is widely accepted around the globe, and this book has the information and insights that will allow readers to enhance their understanding of such a complex field. Part of the Robert W. Kolb Series in Finance, this book will be the essential guide to this complex and ever-evolving topic.Tanya S. Beder (New York, NY) is currently Chairman of SBCC in New York. She has written numerous articles in the financial area that have been published. Cara M. Marshall (Port Jefferson, NY) co-founded Marshall, Tucker & Associates, which has served the financial services industry since the 1980s as a derivatives consulting and financial engineering firm. Robert W. Kolb (Chicago, IL) is the Frank W. Considine Chair of Applied Ethics and Professor of Finance at Loyola University, Chicago. Zusammenfassung A comprehensive guide to the essential aspects of financial engineering Divided into four informative parts, this resource puts financial engineering in perspective and gives readers a better understanding of how it can be applied in real-world situations. Inhaltsverzeichnis Introduction xi Tanya Beder and Cara M. Marshall PART I Overview 1 1 The History of Financial Engineering from Inception to Today 3 Tanya Beder 2 Careers in Financial Engineering 29 Spencer Jones 3 A Profile of Programs and Curricula with a Financial Engineering Component 51 John Cornish PART II Financial Engineering and the Evolution of Major Markets 71 4 The Fixed Income Market 73 Peruvemba Satish 5 The U.S. Mortgage Market 111 Bruce McNevin 6 The Equity Market 131 Gary L. Gastineau and John F. Marshall 7 The Foreign Exchange Market 159 Laurent L. Jacque 8 The Commodity Market 191 Helen Lu and Cara M. Marshall 9 The Credit Market 215 Frank Iacono PART III Key Applications of Financial Engineering 241 10 Securitized Products 243 Konstantin Braun 11 Structured Products 259 Timothy A. Day 12 Thoughts on Retooling Risk Management 273 Tanya Beder and Spencer Jones 13 Financial Engineering and Macroeco...
