Financial Geometry by Alvin Kuruc
This important new book provides a framework as well as practical tools for the analysis of hedging and risk management problems.
'I applaud the author's use of differential geometry to integrate the disparate approaches to hedging and risk managementThis approach is quite literally the shape of things to come!' "Dr. Peter Carr, Global Head of Quantitative Research, Bloomberg, and Director of the Master's Program in Mathematical Finance, Courant Institute, NYU" 'In "Financial Geometry," Kuruc provides a thoroughly consistent approach, within a clean and easily understandable formalism. He does this by relating the problem to the field of differential geometry, to which it is surprisingly well suited. Kuruc's writing style is exceptionally clear and accessible, even pedagogical. Many examples are treated, which make application of his approach to real-world problems straightforward.' "David Eliezer, Goldman Sachs" 'Although the underlying mathematics is quite sophisticated, the material is made accessible to a board audience. Despite its sophistication, this is an eminently practical book that will prove useful to anyone with an interest in financial derivatives or enterprise risk.' "James Lewis, Barclays Global Investors" 'Alvin Kuruc's book is unique in providing a unifying theoretical framework for the bewildering array of separate concepts and approaches currently applied in practice to the hedging and risk management of portfolios of financial instruments... with elegance and precision. The result is a charming and very readable work that is bound to have a significant impact on students of risk management - both researchers and practitioners.' "Professor Michael Dempster, Director, Centre for Financial Research; Professor of Finance and Professorial, Judge Institute of Management, University of Cambridge"
Alvin Kuruc is a Director at Credit Suisse First Boston in London, while he looks after the core architecture for Derivatives IT globally. He was previously Managing Director, Risk Systems at NumeriX and Senior Vice President and Head of Financial Engineering at SunGard Trading and Risk Systems. He holds an SB in Interdisciplinary Science and a PhD in Pure Mathematics from the Massachusetts Institute of Technology and an MD from Yale Medical School.
| SKU | Unavailable |
| ISBN 13 | 9780273661962 |
| ISBN 10 | 0273661965 |
| Title | Financial Geometry |
| Author | Alvin Kuruc |
| Series | Professional Finance Ser |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Pearson Education Limited |
| Year published | 2003-07-24 |
| Number of pages | 408 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |