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| PRINCIPLES OF FINANCIAL ENGINEERING
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To order this title, and for more information, click here
Second Edition
By
Salih Neftci, Global Finance Master s Program, New School for Social Research, New York, NY, USA
Included in series
Academic Press Advanced Finance ,
Audience
Primary: financial engineers, quantitative analysts in banks, investment houses, and other financial industry professionals; graduate
students in financial engineering and financial mathematics programs.
Contents
1. Introduction
2. The Hedge Fund Industry
3. Cash Flow Engineering and Forward Contracts
4. Engineering Simple Interest Rate Derivatives
5. Introduction to Swap Engineering
6. Repo Market Strategies in Financial Engineering
7. Dynamic Replication Methods and Synthetics
8. Mechanics of Options
9. Engineering Convexity Positions
10. Options Engineering With Applications
11. Pricing Tools in Financial Engineering
12. Some Applications of the Fundamental Theorem
13. Fixed-Income Engineering
14. Tools for Volatility Engineering, Volatility Swaps,
and Volatility Trading
15. Volatility as an Asset Class and the Smile
16. Credit Markets: CDS Engineering
17. Essentials of Structured
Product Engineering
18. Credit Indices and their Tranches
19. Default Correlation Pricing and Trading
20. Principle Protection Techniques
21. Caps/Floors and Swaptions with an Application to Mortgages
22. Engineering of Equity Instruments: Pricing and Replication
| Bibliographic details |
Hardbound, 696 pages, publication date: DEC-2008
ISBN-13: 978-0-12-373574-4
ISBN-10: 0-12-373574-2
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
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USD 99.95
EUR 70.95
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Last update: 6 Nov 2009
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