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The Resource Principles of financial engineering, Salih N. Neftci

Principles of financial engineering, Salih N. Neftci

Label
Principles of financial engineering
Title
Principles of financial engineering
Statement of responsibility
Salih N. Neftci
Creator
Subject
Language
eng
Cataloging source
BDS
http://library.link/vocab/creatorName
Neftci, Salih N
Index
no index present
Literary form
non fiction
Series statement
Academic Press advanced finance series
http://library.link/vocab/subjectName
Financial engineering
Label
Principles of financial engineering, Salih N. Neftci
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 541-544) and index
Contents
  • Preface
  • Ch. 1.
  • Introduction.
  • p. 1
  • Ch. 2.
  • review of markets, players, and conventions.
  • p. 13
  • Ch. 3.
  • Cash flow engineering and forward contracts.
  • p. 35
  • Ch. 4.
  • Engineering simple interest rate derivatives.
  • p. 73
  • Ch. 5.
  • Introduction to swap engineering.
  • p. 103
  • Ch. 6.
  • Repo market strategies in financial engineering.
  • p. 145
  • Ch. 7.
  • Dynamic replication methods and synthetics.
  • p. 165
  • Ch. 8.
  • Mechanics of options.
  • p. 193
  • Ch. 9.
  • Engineering convexity positions.
  • p. 241
  • Ch. 10.
  • Options engineering with applications.
  • p. 271
  • Ch. 11.
  • Pricing tools in financial engineering.
  • p. 311
  • Ch. 12.
  • Some applications of the fundamental theorem.
  • p. 341
  • Ch. 13.
  • framework for fixed-income engineering.
  • p. 371
  • Ch. 14.
  • Tools for volatility engineering, volatility swaps, and volatility trading.
  • p. 411
  • Ch. 15.
  • Smile effects in financial engineering.
  • p. 435
  • Ch. 16.
  • How do credit derivatives change financial engineering?.
  • p. 467
  • Ch. 17.
  • Engineering of equity instruments : pricing and replication.
  • p. 493
  • Ch. 18.
  • important application : swaptions and mortgages.
  • p. 519
  • References.
  • p. 541
  • Index.
  • p. 545
Control code
b90125153945
Dimensions
27 cm.
Extent
xiii, 556 p.
Isbn
9780125153942
Other physical details
ill.
Label
Principles of financial engineering, Salih N. Neftci
Publication
Bibliography note
Includes bibliographical references (p. 541-544) and index
Contents
  • Preface
  • Ch. 1.
  • Introduction.
  • p. 1
  • Ch. 2.
  • review of markets, players, and conventions.
  • p. 13
  • Ch. 3.
  • Cash flow engineering and forward contracts.
  • p. 35
  • Ch. 4.
  • Engineering simple interest rate derivatives.
  • p. 73
  • Ch. 5.
  • Introduction to swap engineering.
  • p. 103
  • Ch. 6.
  • Repo market strategies in financial engineering.
  • p. 145
  • Ch. 7.
  • Dynamic replication methods and synthetics.
  • p. 165
  • Ch. 8.
  • Mechanics of options.
  • p. 193
  • Ch. 9.
  • Engineering convexity positions.
  • p. 241
  • Ch. 10.
  • Options engineering with applications.
  • p. 271
  • Ch. 11.
  • Pricing tools in financial engineering.
  • p. 311
  • Ch. 12.
  • Some applications of the fundamental theorem.
  • p. 341
  • Ch. 13.
  • framework for fixed-income engineering.
  • p. 371
  • Ch. 14.
  • Tools for volatility engineering, volatility swaps, and volatility trading.
  • p. 411
  • Ch. 15.
  • Smile effects in financial engineering.
  • p. 435
  • Ch. 16.
  • How do credit derivatives change financial engineering?.
  • p. 467
  • Ch. 17.
  • Engineering of equity instruments : pricing and replication.
  • p. 493
  • Ch. 18.
  • important application : swaptions and mortgages.
  • p. 519
  • References.
  • p. 541
  • Index.
  • p. 545
Control code
b90125153945
Dimensions
27 cm.
Extent
xiii, 556 p.
Isbn
9780125153942
Other physical details
ill.

Library Locations

    • Sydney Jones LibraryBorrow it
      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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