Financial engineering Cover Image

Financial engineering
Financial engineering

Methods and cases

Contributor(s): Paweł Kliber (Editor)
Subject(s): Business Economy / Management, Financial Markets
Published by: Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu
Keywords: corporate finance;financial engineering;investment;quantitative finance;financial risk measuring and management;financial instruments pricing;
Summary/Abstract: This textbook contains materials for several courses which are taught in the Master’s Programme in Financial Engineering that is run at the Poznań University of Economics and Business. The book consists of seven chapters that cover the main areas of quantitative finance: investment, financial instruments pricing, financial risk measuring and management as well as corporate finance. The main part of the book is devoted to the mathematical models used in the field of finance. There are four chapters devoted to the pricing of financial instruments: from pricing equities using Capital Asset Pricing Model, through derivative instruments on equites, to more complicated derivatives on interest rates. The last topic is illustrated with some genuine examples from the markets in the post-crisis period. One chapter describes basic models and concepts used in measuring financial risk. Two other chapters are about investment. One describes the way in which companies finance their activities. The second one describes investment strategies of hedge funds. All chapters contain exercises and examples from the real markets.In order to understand the topics from the textbook, some prerequisites are required. It is assumed that a potential reader knows the basics of probability theory, linear algebra and calculus. The knowledge of econometrics and statistical methods used in economics will also be useful in better comprehension of the book. All these issues are usually taught in Bachelor’s programmes in Economics or Finance.

  • E-ISBN-13: 978-83-66199-04-0
  • Page Count: 235
  • Publication Year: 2019
  • Language: English
Multifactor models: Portfolio theory

Multifactor models: Portfolio theory
(Multifactor models: Portfolio theory)

Financial risk measurement

Financial risk measurement
(Financial risk measurement)

Introduction to derivative instruments pricing

Introduction to derivative instruments pricing
(Introduction to derivative instruments pricing)

Corporate financing-designing and offering securities

Corporate financing-designing and offering securities
(Corporate financing-designing and offering securities)

Modeling a term structure of interest rates

Modeling a term structure of interest rates
(Modeling a term structure of interest rates)

Yield curves construction methods

Yield curves construction methods
(Yield curves construction methods)

Hedge fund strategies

Hedge fund strategies
(Hedge fund strategies)