Principles of Financial Engineering by Salih Neftci

Principles of Financial Engineering by Salih Neftci

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 dynamic environments. It helps to solve problems in risk management, taxation, regulation and pricing.

"Its focus on financial engineering and the actual use of derivative instruments makes Neftci's book an extremely useful complement to the standard introductions to derivative pricing and financial mathematicsThe value of the text has been enhanced further by the addition of five chapters on structured products and credit derivatives not present in the first edition." --Rüdiger Frey, University of Leipzig “Since its publication in 2004, Neftci's book has become the de facto reference text for financial engineering practitioners and academics. With renewed and extended emphasis on structured products engineering, Neftci keeps the material relevant and up to date for the current state of the financial markets.” --Dan Stefanica, Baruch College

Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China. Salih Neftci was already suffering from gliosarcoma, a malignant brain cancer, while writing the second edition. It published just 5 months before his death on April 15, 2009.

SKU	Nicht verfügbar
ISBN 13	9780123735744
ISBN 10	0123735742
Titel	Principles of Financial Engineering
Autor	Salih N Neftci
Buchzustand	Nicht verfügbar
Bindungsart	Hardback
Verlag	Elsevier Science Publishing Co Inc
Erscheinungsjahr	2008-12-09
Seitenanzahl	696
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar