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Principles of Financial Engineering,9780123869685
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Principles of Financial Engineering

by ;
Edition:
3rd
ISBN13:

9780123869685

ISBN10:
0123869684
Format:
Hardcover
Pub. Date:
12/1/2014
Publisher(s):
Academic Pr
List Price: $99.95

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Questions About This Book?

What version or edition is this?
This is the 3rd edition with a publication date of 12/1/2014.
What is included with this book?
  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.

Summary

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 techniques, among other topics * Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act * The Solutions Manual enhances the text by presenting additional cases and solutions to exercises


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