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Principles of financial engineering

Author: Salih N Neftci
Publisher: Amsterdam ; Boston : Elsevier Academic Press, ©2008.
Series: Academic Press advanced finance series.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:

Defining swaps on its first page and presenting a case study on its last, this title provides an introduction to financial engineering that shows readers how to create financial assets in static and  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Salih N Neftci
ISBN: 9780123735744 0123735742
OCLC Number: 462912537
Description: xv, 679 pages : illustrations ; 27 cm.
Contents: 1. Introduction2. The Hedge Fund Industry3. Cash Flow Engineering and Forward Contracts4. Engineering Simple Interest Rate Derivatives5. Introduction to Swap Engineering6. Repo Market Strategies in Financial Engineering7. Dynamic Replication Methods and Synthetics8. Mechanics of Options9. Engineering Convexity Positions10. Options Engineering With Applications11. Pricing Tools in Financial Engineering12. Some Applications of the Fundamental Theorem13. Fixed-Income Engineering14. Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading15. Volatility as an Asset Class and the Smile16. Credit Markets: CDS Engineering17. Essentials of Structured Product Engineering18. Credit Indices and their Tranches19. Default Correlation Pricing and Trading20. Principle Protection Techniques21. Caps/Floors and Swaptions with an Application to Mortgages22. Engineering of Equity Instruments: Pricing and Replication
Series Title: Academic Press advanced finance series.
Responsibility: Salih N. Neftci.

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"This is the first comprehensive hands-on introduction to financial engineering. Neftci is enjoyable to read and finds a natural balance between theory and practice."--Darrell Duffie, James I. Read more...

 
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