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Principles of Financial Engineering

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ISBN-10: 0123735742

ISBN-13: 9780123735744

Edition: 2nd 2009

Authors: Salih N. Neftci, Robert Kosowski

List price: $103.00
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Book details

List price: $103.00
Edition: 2nd
Copyright year: 2009
Publisher: Elsevier Science & Technology
Publication date: 12/9/2008
Binding: Hardcover
Pages: 696
Size: 7.20" wide x 10.25" long x 1.25" tall
Weight: 3.146
Language: English

Introduction
The Hedge Fund Industry
Cash Flow Engineering and Forward Contracts
Engineering Simple Interest Rate Derivatives
Introduction to Swap Engineering
Repo Market Strategies in Financial Engineering
Dynamic Replication Methods and Synthetics
Mechanics of Options
Engineering Convexity Positions
Options Engineering With Applications
Pricing Tools in Financial Engineering
Some Applications of the Fundamental Theorem
Fixed-Income Engineering
Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading
Volatility as an Asset Class and the Smile
Credit Markets: CDS Engineering
Essentials of Structured Product Engineering
Credit Indices and their Tranches
Default Correlation Pricing and Trading
Principle Protection Techniques
Caps/Floors and Swaptions with an Application to Mortgages
Engineering of Equity Instruments: Pricing and Replication