A practical guide to the inside language of the world of derivative instruments and risk management Financial engineering is where technology and quantitative a

Entries cover the vocabulary used in banking, money markets, foreign exchanges, public and government finance, and private investment and borrowing, and much mo

Do you know these words: alphabet stock, barstrier, bookbuld, cartwheel, G-hedge, haircut, spider, swaption, vanna, wrangle......? Each term has its unique mean

This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply en

A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and p