Most recent volume


Volume . Principles of Financial Engineering

Published: 27th November 2014 Authors: Robert Kosowski Salih Neftci
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.

Additional volumes


Rating Based Modeling of Credit Risk

Published: 8th December 2008 Authors: Stefan Trueck Svetlozar Rachev

Multifractal Volatility

Published: 2nd September 2008 Authors: Laurent Calvet Adlai Fisher

A Behavioral Approach to Asset Pricing

Published: 15th May 2008 Author: Hersh Shefrin

Value at Risk and Bank Capital Management

Published: 9th February 2007 Author: Francesco Saita

Advanced Derivatives Pricing and Risk Management

Published: 8th September 2005 Authors: Claudio Albanese Giuseppe Campolieti

A Behavioral Approach to Asset Pricing

Published: 3rd February 2005 Author: Hersh Shefrin

Private Real Estate Investment

Published: 3rd February 2005 Author: Roger J. Brown

Neural Networks in Finance

Published: 15th December 2004 Author: Paul McNelis

Quantitative Finance for Physicists

Published: 14th December 2004 Author: Anatoly B. Schmidt

An Introduction to the Mathematics of Financial Derivatives

Published: 22nd June 2000 Author: Salih Neftci

Mergers, Acquisitions, and Other Restructuring Activities

Author: Donald DePamphilis

Mergers, Acquisitions, and Other Restructuring Activities

Author: Donald DePamphilis