Principles of financial engineering
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...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
Academic
c2008.
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| Edición: | 2nd ed |
| Colección: | Academic Press Advanced Finance
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627897306719 |
| Sumario: | 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 pr |
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| Notas: | Includes index. Previous ed.: San Diego, Calif.; London: Elsevier Academic, 2004. |
| Descripción Física: | 1 online resource (697 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781282168503 9786612168505 9780080919973 |
