Principles of Financial Engineering
Language: English
Published by Academic Press, 2004
- Hardcover
- Used
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.-OnTimeBooks-
AbeBooks seller since March 9, 2023
Condition: Used - Good
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Seller Inventory # OTV.0125153945.G
- Title
- Principles of Financial Engineering
- Author
- Neftci, Salih N.
- Publisher
- Academic Press
- Publication year
- 2004
- Condition
- good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0125153945
- ISBN 13
- 9780125153942
Principles of Financial Engineering presents a fresh, original, informative, and up-to-date introduction to financial engineering.
Rather than introducing financial instruments, this book describes the methods of synthetically creating assets in static and in dynamic environments, and shows how to use them. It offers clear links between intuition and underlying mathematics and an outstanding mixture of market insights and mathematical materials. It emphasizes developing methods that can be used to solve risk management, taxation, regulation, and above all, pricing problems. It explains issues involved in the day-to-day life of traders, using non-mathematical language. It provides a careful and concise analysis of the LIBOR market model and of volatility engineering problems. Exercises and case studies at end of each chapter as well as on-line Solutions Manual are available.
This book will be a useful resource for anyone learning about practical elements of financial engineering. It can also serve as a resource for professionals and academics in all areas of quantitative finance.
* Exercises and case studies at end of each chapter and on-line Solutions Manual provided* Explains issues involved in day-to-day life of traders, using language other than mathematics* Careful and concise analysis of the LIBOR market model and of volatility engineering problems"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
-OnTimeBooks-
Phoenix, AZ, U.S.A.
AbeBooks seller since March 9, 2023
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