Principles of Financial Engineering
- Robert Kosowski, Associate Professor of Finance and Director of the Risk Management Lab and Centre for Hedge Fund Research, Imperial College, London, UK
- Salih Neftci, Late of the Global Finance Master's Program, New School for Social Research, New York, NY, USA
Three new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this third edition of Principles of Financial Engineering essential reading. Between defining swaps on its first page and presenting a case study on its last, Robert Kosowski and 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.
financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals; graduate students in financial engineering and financial mathematics programs.