Neftci Principles of Financial Engineering 2nd edition
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Academic Press; 2 edition (December 15, 2008), 696 страниц Язык: English ISBN-10: 0123735742 ISBN-13: 978-0123735744Cash Flow Engineering and Forward Contracts Engineering Simple Interest Rate Derivatives Introduction to Swap Engineering Repo Market Strategies in Financial Engineering Dynamic Replication Methods and Synthetics Mechanics of Options Engineering Convexity Positions Options Engineering with Applications Pricing Tools in Financial Engineering Some Applications of the Fundamental Theorem Fixed-Income Engineering Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading Volatility as an Asset Class and the Smile Credit Markets: CDS Engineering Essentials of Structured Product Engineering Credit Indices and Their Tranches Default Correlation Pricing and Trading Principal Protection Techniques Caps/Floors and Swaptions with an Application to Mortgages Engineering of Equity Instruments: Pricing and Replication
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