Description
Introduction – Financial Engineers, Technology and the Holistic Market – Financial Fundamentals – The Arbitrage Mechanism – Principles of Risk Management – Dissecting the Yield Curve – Short Term Money Market Instruments – Techniques for Treasury Traders – Currency Markets – Techniques for Currency Traders – Medium and Long Term Debt Instruments – Techniques for Bond Traders – Swaps – Techniques for Swap Traders – Equity Markets – Equity Fund Management Techniques – Managing the Risk- Reward Relationship – Appendix Section: A: Case Study: First National Bank – B: Case Study: Ballpark Holdings – C: Case Study: Superfire Investments – D: Mathematical Formulae for Financial Engineers
