Kosowski, Robert L Primary Author Neftci, Salih Primary Author mixed material bibliography United Kingdom Academic Press 2015 monographic 3rd en English

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874p This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. The Third Edition presents three new chapters on financial engineering in commodity markets, financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles and how to incorporate counterparty risk into derivatives pricing, 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 Financial 3329780123869685 Podomoro University Digital Library 332 Kos p 2017.07.2616 My Library 332 Kos p 2017.07.2616.jpg.jpg 2177 2017-07-07 11:18:12 2017-07-07 13:37:18 machine generated