95折
Principles of Financial Engineering
商品資訊
ISBN13：9780123735744
出版社：新陸書局
作者：Salih Neftci
出版日：2009/06/01
裝訂／頁數：平裝／696頁
定價
：NT$ 1280 元優惠價
：
95 折 1216 元
無庫存，下單後進貨(採購期約4~10個工作天)
下單可得紅利積點 ：36 點
商品簡介
目次
商品簡介
Pub date: Jan 14, 2009
Pages: 696
WHY ADOPT THIS EDITION?
• Shows you how to use financial tools to accomplish a goal rather than describing the tools themselves
• Focuses on the engineering aspects of derivatives (how to create them) rather than emhasizing their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices.
• Describes the “engineering” elements of financial engineering instead of the mathematics underlying financial engineering
• Explains ways to create financial tools and how the tools work together to achieve specific goals
• Use of real-world examples that illustrate applications
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 introducing 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 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.
Approx. 470 illustrations
Salih Neftci
Pages: 696
WHY ADOPT THIS EDITION?
• Shows you how to use financial tools to accomplish a goal rather than describing the tools themselves
• Focuses on the engineering aspects of derivatives (how to create them) rather than emhasizing their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices.
• Describes the “engineering” elements of financial engineering instead of the mathematics underlying financial engineering
• Explains ways to create financial tools and how the tools work together to achieve specific goals
• Use of real-world examples that illustrate applications
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 introducing 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 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.
Approx. 470 illustrations
Salih Neftci
目次
Contents1. Introduction2. The Hedge Fund Industry3. Cash Flow Engineering and Forward Contracts4. Engineering Simple Interest Rate Derivatives5. Introduction to Swap Engineering6. Repo Market Strategies in Financial Engineering7. Dynamic Replication Methods and Synthetics8. Mechanics of Options9. Engineering Convexity Positions10. Options Engineering With Applications11. Pricing Tools in Financial Engineering12. Some Applications of the Fundamental Theorem13. Fixed-Income Engineering14. Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading15. Volatility as an Asset Class and the Smile16. Credit Markets: CDS Engineering17. Essentials of Structured Product Engineering18. Credit Indices and their Tranches19. Default Correlation Pricing and Trading20. Principle Protection Techniques21. Caps/Floors and Swaptions with an Application to Mortgages22. Engineering of Equity Instruments: Pricing and Replication
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