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Principles of Financial Engineering

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ISBN-10: 0123869684

ISBN-13: 9780123869685

Edition: 3rd 2015

Authors: Robert Kosowski, Salih N. Neftci

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Description:

Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its last, 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. * The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection…    
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Book details

Edition: 3rd
Copyright year: 2015
Publisher: Elsevier Science & Technology
Publication date: 11/27/2014
Binding: Hardcover
Pages: 896
Size: 7.50" wide x 9.25" long x 2.25" tall
Weight: 4.334
Language: English

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