Principles of Financial Engineering

Principles of Financial Engineering
Author :
Publisher : Academic Press
Total Pages : 697
Release :
ISBN-10 : 9780080919973
ISBN-13 : 0080919979
Rating : 4/5 (979 Downloads)

Book Synopsis Principles of Financial Engineering by : Salih N. Neftci

Download or read book Principles of Financial Engineering written by Salih N. Neftci and published by Academic Press. This book was released on 2008-12-09 with total page 697 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

Principles of Financial Engineering
Language: en
Pages: 697
Authors: Salih N. Neftci
Categories: Mathematics
Type: BOOK - Published: 2008-12-09 - Publisher: Academic Press

GET EBOOK

Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edi
Recent Advances in Financial Engineering
Language: en
Pages: 258
Authors: Masaaki Kijima
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: World Scientific

GET EBOOK

This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo. It was for an exchange of new
Recent Advances In Financial Engineering 2009 - Proceedings Of The Kier-tmu International Workshop On Financial Engineering 2009
Language: en
Pages: 284
Authors: Masaaki Kijima
Categories: Mathematics
Type: BOOK - Published: 2010-06-10 - Publisher: World Scientific

GET EBOOK

This book consists of 11 papers based on research presented at the KIER-TMU International Workshop on Financial Engineering, held in Tokyo in 2009. The Workshop
Recent Advances in Financial Engineering
Language: en
Pages: 231
Authors: Akihiko Takahashi
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher: World Scientific

GET EBOOK

This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financia
Machine Learning for Financial Engineering
Language: en
Pages: 261
Authors: György Ottucsák
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher: World Scientific

GET EBOOK

Preface v 1 On the History of the Growth-Optimal Portfolio M.M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A