Principles Of Financial Engineering 2nd Edition

Product Code : 2ES101010A

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Regular Price: Rs. 495

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Quick Overview

- 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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Brand / Publisher Elsevier India
Return Policy 15 Days
Edition 2nd
ISBN 9788181476449
Author Salih N Neftci
Language English
Subject Management
Chapters 1. Introduction 2. The Hedge Fund Industry 3. Cash Flow Engineering and Forward Contracts 4. Engineering Simple Interest Rate Derivatives 5. Introduction to Swap Engineering 6. Repo Market Strategies in Financial Engineering 7. Dynamic Replication Methods and Synthetics 8. Mechanics of Options 9. Engineering Convexity Positions 10. Options Engineering With Applications 11. Pricing Tools in Financial Engineering 12. Some Applications of the Fundamental Theorem 13. Fixed-Income Engineering 14. Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading 15. Volatility as an Asset Class and the Smile 16. Credit Markets: CDS Engineering 17. Essentials of Structured Product Engineering 18. Credit Indices and their Tranches 19. Default Correlation Pricing and Trading 20. Principle Protection Techniques 21. Caps/Floors and Swaptions with an Application to Mortgages 22. Engineering of Equity Instruments: Pricing and Replication
Pages 696
Binding Paperback


About the Author

Salih N. Neftci completed his Ph.D. at the University of Minnesota and subsequently taught at George Washington University. Presently, he teaches at the Graduate School, City University of New York and at the New School University. Professor Neftci is a research associate at FAME in Switzerland and has a visiting appointment at the ISMA Centre, Reading University, UK. He is also head of the FAME Certificate program. He has also published several well-known academic journal articles and has been a consultant to major banks and various international institutions.

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