Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780471986188 | 0471986186
- Cover: Hardcover
- Copyright: 6/2/1999
The past twenty years have seen a massive increase in the development of new financial instruments, many of which have been off-balance-sheet activities. These instruments have become increasingly complex, placing a higher demand on both the purchasers and the creators of such instruments. This book discusses in detail, through a blend of theory and empirical research, the modeling of new financial instruments and examines the instruments that have been created over the past twenty years.
<b>Philip Molyneux</b> is Professor of Banking and Finance in the School of Accounting, Banking and Economics at the University of Wales, Banner and Professor of Financial Services and Financial Conglomerates at the Erasmus University, Rotterdam, The Netherlands. His main research interests relate to the structure, efficiency and performance of banking markets and financial systems, areas in which he has written widely. He has acted as a consultant to many international banks and organisations, including the New York Federal Reserve Bank, World Bank and European Commission. He is currently a member of the UKs National Institutes Advisory Panel on the European Financial Markets Programme.<br> <b> Nidal Shamroukh</b> is a financial engineer at Algorithmics UK, an enterprise-wide risk management software provider. He is a graduate of Bilkent University, Turkey and obtained his MA and PhD degrees from University of Wales, Bangor. Currently he advises major banks on modelling their portfolios and managing their risks.
Acknowledgements | x | ||||
Publisher's Note | xi | ||||
Series Preface | xii | ||||
Preface | xiii | ||||
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Bibliography | 277 | (14) | |||
Index | 291 |
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