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

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Publisher: Wiley
SKU: DADAX0123735742
ISBN : 9780123735744
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Principles of Financial Engineering, Second Edition (Academic Press Advanced Finance)

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, Salih 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

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

AuthorSalih N. Neftci
PublisherAcademic Press
Number Of Pages696
Publication Date2008-12-15
Height10.2 inch.
Length7.5 inch.
Width1.3 inch.
Weight3.18 pounds.

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