Principles of Financial Engineering, Second Edition (Academic Press Advanced Finance)


Product Information

Product Description

Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices.

This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing.

This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.



* 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
Technical Details
Binding
Hardcover
Number of Pages
696
Product group
Book
Label
Academic Press
Edition
2
Publisher
Academic Press
Publication date
December 15, 2008
Author
Salih N. Neftci
Language
English (Published), English (Original Language)
EAN
9780123735744
UPC
000123735742
ISBN-10
0123735742
Item Dimensions L x W x H
7.5 x 1.3 x 10.2 inches
Item Weight
3.15 pounds
Manufacturer
Academic Press
Studio
Academic Press



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