Uploaded by Faiza Elmahgop

Financial Engineering: Derivatives, Risk, Lehman Bankruptcy

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Financial engineering
(Financial Engineering)
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financial engineering: Initial and development
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Hedging and Management of Risk
Speculation and Arbitrage
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Investment Operations
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FE tools (forwards, futures, options, swaps, other derivatives)
Derivatives
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Derivatives
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Derivatives
The benefits of financial derivative
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%
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S&P500
The risk of financial derivatives
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(PNC Bank Corporation):
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Common
stock warrants
Black-Scholes
Forward Contracts
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Market to Market
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Types of Forward
Interest rate futures
Forward exchange rates
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Futures contracts
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(Good Faith Deposit)
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Types of futures contracts
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the mechanics of futures Trading
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Option contracts
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Swaps contracts
IBM
IBM
IBM
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IBM
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other derivatives
Future Option
Forward Option
Swaption
Repurchase Operation (Repo)
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Hedge Funds
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The Bankruptcy of Lehman : Causes, Effects and Lessons Learnt
May Department
Murphy Oil
Woolworth Co
th Century Fox
Roebuck & Co
Sears
R.H Macy & Co
Gimbel Brother Inc
Paramount Pictures
Radio Corporation of America
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Loeb & Co Kuhn
Kuhn Loeb Lehman Brothers Inc
Shearson / America Express
Shearson Lehman / America
Express
EF Hutton & Co
Shearson Lehman / America Express
Shearson Lehman Hutton Inc
IPO
LBHI
LBHI
Neuberger Berman Inc
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The Bankruptcy of Lehman Brothers
BNC Mortgage LLC
CFO
LBHI
LBHI
LBHI
LBHI
LBIE
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LBI
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Repos
Repos 105
Repos 105
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Repos 108
repos
repos
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Repos
Repos 105
FASB
GAAP
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repos 105
LBHI
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The Impact of the Bankruptcy
ISEISE-100
100
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CAC 40
FTSE
STI
Sensex
Reserve Management Company Inc
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BNY
BNY
Mellon
LBHI
LBHI
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Financial Innovation and the Role of Derivatives Securities
FundersClub
SeedInvest
Prosper
LendingClub
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How can financial engineers help companies and investors
IAFE
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Financial Engineering
Quants
Stochastic Calculus
Differential
Statistical
Linear Algebra
Multivariate Calculus
Probability Theory
Equations
Financial Engineering
Inference
Actuarial science
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ESG
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1. John C. Hull, Options, Futures, and Other Derivatives, 2015.
2. Ross, A. Stephen & Westerfield,W. Randolph & Jordan,D. Bradford & BleyJorg ,
" Fundamentals of corporate finance ", McGraw-Hill , tenth edition, 2013 .
3. Shapiro, Alan C, " Multinational financial management" , Tenth Edition , Library of
Congress Cataloging-in-Publication Data , Printed in the United States of America
, 2014 .
4. International financial management, Jeff Madura, 2010, 2012, 2015
5. web working
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