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, Neftci's introduction to fin...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
San Diego, Calif. :
Elsevier Academic Press
2008.
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| Edición: | 2nd ed |
| Colección: | Academic press advanced finance series.
Science Direct e-books. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b4108889x*spi |
Tabla de Contenidos:
- Introduction
- An introduction to some concepts and definitions
- Cash flow engineering and forward contracts
- Engineering simple interest rate derivatives
- Introduction to swap engineering
- Repo market strategies in financial engineering
- Dynamic replication methods and synthetics
- Mechanics of options
- Engineering convexity positions
- Options engineering with applications
- Pricing tools in financial engineering
- Some applications of the fundamental theorem
- Fixed-income engineering
- Tools for volatility engineering, volatility swaps, and volatility trading
- Volatility as an asset class and the smile
- Credit markets : CDS engineering
- Essentials of structured product engineering
- Credit indices and their tranches
- Defualt correlation pricing and trading
- Principal protection techniques
- Caps/floors and swaptions with an application to mortgages
- Engineering of equity instruments : pricing and replication.
