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
Mathematics for Finance
Language: en
Pages: 317
Authors: Marek Capinski
Categories: Business & Economics
Type: BOOK - Published: 2006-04-18 - Publisher: Springer

GET EBOOK

This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic kn
So This is Financial Engineering: An introduction to financial engineering
Language: en
Pages: 666
Authors: Kizzi Nkwocha
Categories: Business & Economics
Type: BOOK - Published: 2024-08-24 - Publisher: Athena Publishing

GET EBOOK

So This is Financial Engineering is an authoritative and inspiring book written by Kizzi Nkwocha, the creator of Business Game Changer Magazine, Money and Finan
Statistics and Data Analysis for Financial Engineering
Language: en
Pages: 736
Authors: David Ruppert
Categories: Business & Economics
Type: BOOK - Published: 2015-04-21 - Publisher: Springer

GET EBOOK

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial enginee
Introduction to C++ for Financial Engineers
Language: en
Pages: 405
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2013-10-24 - Publisher: John Wiley & Sons

GET EBOOK

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previ