Principles of Financial Engineering (Academic Press Advanced Finance) - Hardcover

Neftci, Salih N.

Hardcover

ISBN 10: 0123735742 ISBN 13: 9780123735744

Verlag: Academic Press, 2008

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

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.

Salih Neftci was already suffering from gliosarcoma, a malignant brain cancer, while writing the second edition. It published just 5 months before his death on April 15, 2009.

Details zur Ausgabe

• Verlag: Academic Press
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 0123735742
• ISBN 13: 9780123735744
• Einband: Gebundene Ausgabe
• Auflage: 2
• Anzahl der Seiten: 696
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: eVatmaster Consulting GmbH; 497000000000; contact@evatmaster.com; ; Bettinastr. 30,60325; Frankfurt am Main; 60325; Deutschland