ENGLISH

Principles of Financial Engineering

By Salih N. Neftci

Book information

Publisher
Academic Press
Year
2008
ISBN
0123735742, 9780123735744
Open Library ID
OL24898808M
Language
english
Format
PDF
Filesize
3 MB (3472817 bytes)
Series
Academic Press Advanced Finance
Edition
2
Pages
697\697
Topic
Technique
Library
Kolxo3
Scanned
yes
Time added
2010-07-29 05:14:56

Description

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, 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

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