Principles of Financial Engineering
(Sprache: Englisch)
Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its...
Leider schon ausverkauft
versandkostenfrei
Buch (Gebunden)
85.57 €
42 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Principles of Financial Engineering “
Klappentext zu „Principles of Financial Engineering “
Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its last, Salih Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing.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
Inhaltsverzeichnis zu „Principles of Financial Engineering “
1. Introduction2. 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
Autoren-Porträt von Salih N. Neftci
Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.
Bibliographische Angaben
- Autor: Salih N. Neftci
- 2008, 2nd ed., 696 Seiten, mit Abbildungen, Maße: 19,5 x 27 cm, Gebunden, Englisch
- Verlag: Academic Press
- ISBN-10: 0123735742
- ISBN-13: 9780123735744
- Erscheinungsdatum: 09.01.2009
Sprache:
Englisch
Rezension zu „Principles of Financial Engineering “
"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." --Rudiger 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
Pressezitat
"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
Kommentar zu "Principles of Financial Engineering"
0 Gebrauchte Artikel zu „Principles of Financial Engineering“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Principles of Financial Engineering".
Kommentar verfassen