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Cases in Financial Engineering: Applied Studies of Financial Innovation

4.7 out of 5 stars 3 customer reviews
ISBN-13: 978-0130794192
ISBN-10: 0130794198
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Editorial Reviews

From the Publisher

Featuring over 35 studies, this fascinating collection of cases offer readers a look into how major companies took bold steps to ensure their financial strength and superiority. The cases--all of which have been used at the Harvard Business School--were chosen for their ability to convey real products, real financial innovations, and real-world applications. Cases in Financial Innovation spans two decades, including recently financial- engineered products.

From the Back Cover

Key Benefit: Featuring over 35 studies, this fascinating collection of case studies offer readers a look into how major companies took bold steps to ensure their financial strength and superiority. The cases—all of which have been used at the Harvard Business School—were chosen for their ability to convey real products, real financial innovations, and real-world applications. Key Topics: This book includes a conceptual overview by Robert Merton in Chapter 1, Financial Innovation and the Financial System. Case studies provide readers with real-world applications: real products, real financial innovations which occured within the last two decades, including recently financial engineered products. Municipal bond derivatives are also covered. Market:
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Product Details

  • Hardcover: 815 pages
  • Publisher: Prentice Hall College Div (1995)
  • Language: English
  • ISBN-10: 0130794198
  • ISBN-13: 978-0130794192
  • Product Dimensions: 1.2 x 7.8 x 9.5 inches
  • Shipping Weight: 3.4 pounds
  • Average Customer Review: 4.7 out of 5 stars  See all reviews (3 customer reviews)
  • Amazon Best Sellers Rank: #1,274,447 in Books (See Top 100 in Books)

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Top Customer Reviews

Format: Hardcover
Unlike most thin "cases" books, this one delivers. For those using it in a finengineering class, it is best to try to decompose and model each product in small work groups to get the best replication of what an actual work-team is like.

This work, however, is showing its age, but that is its largest flaw.

This work, coupled with Joshi, Neftci, or Cutherbertson and Nitzche's "Quantitative Financial Economics" (good for time series analysis emphasis) should be the standard and preferred texts for structured products/financial engineering course(s).

There is no need to be suspicious of the common function in academic publishing that the "big name" (Merton) maps to "poor quality." For this is an essential book.

Again, age is the flaw, for the "cases" selected here will be on the simplistic tail of the median structured product distribution offered today. However, such fundamental cases are excellent exercises to prepare for constructiong more complex, multi-dimensional products.

In addition, the book is both accessible to "poets" (i.e. non-technical quants) and stimulating (it won't bore you to tears) for those gifted in math and physics and have intuitive understandings of programming and modeling.

This is easily one of the top five books in quant fin (not that this is a very strong field of 'excellent' works, but you take what you can get).
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Format: Hardcover
yeah, it is indeed a nice book, but how can i find the teachers note for it?
from the authors' cv or resume, it is refered there is one manual book named "Teachers Manual Cases in Financial Engineering". but i dont find the way to get it. could anybody help me?
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Format: Hardcover
This is a great book for someone who is hoping to steal financial engineering practices from one industry to apply them in another. I loved this book- we've already ordered two more copies for people in my work group. Experienced or neophyte, if you're into risk management and/or developing new financial instruments get this one
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