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Item specifics
- Condition
- Brand
- Unbranded
- Book Title
- Principles of Financial Engineering, Second Edition (Academic Pr
- MPN
- Does not apply
- ISBN
- 9780123735744
- Publication Year
- 2008
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Subject Area
- Mathematics, Business & Economics
- Publication Name
- Principles of Financial Engineering
- Publisher
- Elsevier Science & Technology
- Item Length
- 10.2 in
- Subject
- Game Theory, Finance / Financial Engineering, Finance / General, Business Mathematics
- Item Width
- 7.2 in
- Number of Pages
- 696 Pages
Principles of Financial Engineering, Second Edition 2008
About this product
Product Identifiers
Publisher
Elsevier Science & Technology
ISBN-10
0123735742
ISBN-13
9780123735744
eBay Product ID (ePID)
69601507
Product Key Features
Number of Pages
696 Pages
Publication Name
Principles of Financial Engineering
Language
English
Publication Year
2008
Subject
Game Theory, Finance / Financial Engineering, Finance / General, Business Mathematics
Type
Textbook
Subject Area
Mathematics, Business & Economics
Format
Hardcover
Dimensions
Item Length
10.2 in
Item Width
7.2 in
Additional Product Features
Edition Number
2
Intended Audience
College Audience
Reviews
“This is the first comprehensive hands-on introduction to financial engineering. Neftci is enjoyable to read and finds a natural balance between theory and practice.” –Darrell Duffie, James I. Miller Professor of Finance The Graduate School of Business, Stanford University, “Its focus on financial engineering and the actual use of derivative instruments makes Neftci’s book an extremely useful complement to the standard introductions to derivative pricing and financial mathematics. The value of the text has been enhanced further by the addition of five chapters on structured products and credit derivatives not present in the first edition.” –Rüdiger Frey, University of Leipzig “Since its publication in 2004, Neftci’s book has become the de facto reference text for financial engineering practitioners and academics. With renewed and extended emphasis on structured products engineering, Neftci keeps the material relevant and up to date for the current state of the financial markets.” –Dan Stefanica, Baruch College
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
658.15
Table Of Content
1. Introduction 2. The Hedge Fund Industry 3. Cash Flow Engineering and Forward Contracts 4. Engineering Simple Interest Rate Derivatives 5. Introduction to Swap Engineering 6. Repo Market Strategies in Financial Engineering 7. Dynamic Replication Methods and Synthetics 8. Mechanics of Options 9. Engineering Convexity Positions 10. Options Engineering With Applications 11. Pricing Tools in Financial Engineering 12. Some Applications of the Fundamental Theorem 13. Fixed-Income Engineering 14. Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading 15. Volatility as an Asset Class and the Smile 16. Credit Markets: CDS Engineering 17. Essentials of Structured Product Engineering 18. Credit Indices and their Tranches 19. Default Correlation Pricing and Trading 20. Principle Protection Techniques 21. Caps/Floors and Swaptions with an Application to Mortgages 22. Engineering of Equity Instruments: Pricing and Replication
Synopsis
Principles of Financial Engineering, Second Edition , is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the “engineering” elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. * The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics * Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act * The Solutions Manual enhances the text by presenting additional cases and solutions to exercises, Principles of Financial Engineering, Second Edition , is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the “engineering” elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.
LC Classification Number
HG176.7
Price : 50.00 – 47.50
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