Principles of Financial Engineering

Record Detail Back

XML

Principles of Financial Engineering

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

Statement of Responsibility

Author(s)

Kosowski, Robert L - Personal Name
Neftci, Salih - Personal Name

Edition

3rd

Call Number

332 Kos p

ISBN/ISSN

9780123869685

Subject(s)

Financial

Classification

332

Series Title

GMD

Text

Language

English

Publisher

Academic Press

Publishing Year

2015

Publishing Place

United Kingdom

Collation

874p

Specific Detail Info

File Attachment

LOADING LIST...

Availability

LOADING LIST...