Principles Of Financial Engineering, Second Edition (Academic Press Advanced Finance)

Principles Of Financial Engineering, Second Edition (Academic Press Advanced Finance)

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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, Salih 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

    Author

    Salih N. Neftci

    Binding

    Hardcover

    EAN

    9780123735744

    ISBN

    0123735742

    Label

    Academic Press

    Manufacturer

    Academic Press

    NumberOfPages

    696

    ProductGroup

    Book

    ProductTypeName

    ABIS_BOOK

    PublicationDate

    2008-12-15

    Publisher

    Academic Press

    Studio

    Academic Press

    UPC

    000123735742

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