Principles Of Financial Engineering 2e

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Principles of Financial Engineering

Author : Salih N. Neftci
Publisher : Academic Press
ISBN 13 : 0080919979
Total Pages : 697 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Principles of Financial Engineering by : Salih N. Neftci

Download or read book Principles of Financial Engineering written by Salih N. Neftci and published by Academic Press. This book was released on 2008-12-09 with total page 697 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to 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. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. 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 Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, 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

Principles of Financial Engineering

Author : Robert Kosowski
Publisher : Academic Press
ISBN 13 : 0123870070
Total Pages : 896 pages
Book Rating : 4.1/5 (238 download)

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Book Synopsis Principles of Financial Engineering by : Robert Kosowski

Download or read book Principles of Financial Engineering written by Robert Kosowski and published by Academic Press. This book was released on 2014-11-26 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to 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. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. 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

Principles Of Financial Engineering, 2E

Author : Salih N. Neftci
Publisher :
ISBN 13 : 9788131222942
Total Pages : 679 pages
Book Rating : 4.2/5 (229 download)

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Book Synopsis Principles Of Financial Engineering, 2E by : Salih N. Neftci

Download or read book Principles Of Financial Engineering, 2E written by Salih N. Neftci and published by . This book was released on 2009-01-01 with total page 679 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Financial Engineering and Arbitrage in the Financial Markets

Author : Robert Dubil
Publisher : John Wiley & Sons
ISBN 13 : 1119950635
Total Pages : 379 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Financial Engineering and Arbitrage in the Financial Markets by : Robert Dubil

Download or read book Financial Engineering and Arbitrage in the Financial Markets written by Robert Dubil and published by John Wiley & Sons. This book was released on 2011-10-13 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives all modern trading and investment. This book is an easy-to-understand guide to the complex world of today’s financial markets teaching you what money and capital markets are about through a sequence of arbitrage-based numerical illustrations and exercises enriched with institutional detail. Filled with insights and real life examples from the trading floor, it is essential reading for anyone starting out in trading. Using a unique structural approach to teaching the mechanics of financial markets, the book dissects markets into their common building blocks: spot (cash), forward/futures, and contingent (options) transactions. After explaining how each of these is valued and settled, it exploits the structural uniformity across all markets to introduce the difficult subjects of financially engineered products and complex derivatives. The book avoids stochastic calculus in favour of numeric cash flow calculations, present value tables, and diagrams, explaining options, swaps and credit derivatives without any use of differential equations.

Mathematics for Finance

Author : Marek Capinski
Publisher : Springer
ISBN 13 : 1852338466
Total Pages : 314 pages
Book Rating : 4.8/5 (523 download)

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Book Synopsis Mathematics for Finance by : Marek Capinski

Download or read book Mathematics for Finance written by Marek Capinski and published by Springer. This book was released on 2006-04-18 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.

Principles of Project Finance

Author : E. R. Yescombe
Publisher : Academic Press
ISBN 13 : 0124157556
Total Pages : 560 pages
Book Rating : 4.1/5 (241 download)

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Book Synopsis Principles of Project Finance by : E. R. Yescombe

Download or read book Principles of Project Finance written by E. R. Yescombe and published by Academic Press. This book was released on 2013-11-13 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Second Edition of this best-selling introduction for practitioners uses new material and updates to describe the changing environment for project finance. Integrating recent developments in credit markets with revised insights into making project finance deals, the second edition offers a balanced view of project financing by combining legal, contractual, scheduling, and other subjects. Its emphasis on concepts and techniques makes it critical for those who want to succeed in financing large projects. With extensive cross-references and a comprehensive glossary, the Second Edition presents anew a guide to the principles and practical issues that can commonly cause difficulties in commercial and financial negotiations. Provides a basic introduction to project finance and its relationship with other financing techniques Describes and explains: sources of project finance; typical commercial contracts (e.g., for construction of the project and sale of its product or services) and their effects on project-finance structures; project-finance risk assessment from the points of view of lenders, investors, and other project parties; how lenders and investors evaluate the risks and returns on a project; the rôle of the public sector in public-private partnerships and other privately-financed infrastructure projects; how all these issues are dealt with in the financing agreements

Financial Engineering and Computation

Author : Yuh-Dauh Lyuu
Publisher : Cambridge University Press
ISBN 13 : 9780521781718
Total Pages : 654 pages
Book Rating : 4.7/5 (817 download)

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Book Synopsis Financial Engineering and Computation by : Yuh-Dauh Lyuu

Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2002 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.

Principles of Financial Engineering

Author :
Publisher :
ISBN 13 : 9780080480343
Total Pages : 571 pages
Book Rating : 4.4/5 (83 download)

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Book Synopsis Principles of Financial Engineering by :

Download or read book Principles of Financial Engineering written by and published by . This book was released on 2004 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Principles of Financial Engineering

Author : Neftci
Publisher :
ISBN 13 : 9788181476449
Total Pages : pages
Book Rating : 4.4/5 (764 download)

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Book Synopsis Principles of Financial Engineering by : Neftci

Download or read book Principles of Financial Engineering written by Neftci and published by . This book was released on 2009-05-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Monte Carlo Methods in Financial Engineering

Author : Paul Glasserman
Publisher : Springer Science & Business Media
ISBN 13 : 0387216170
Total Pages : 603 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Monte Carlo Methods in Financial Engineering by : Paul Glasserman

Download or read book Monte Carlo Methods in Financial Engineering written by Paul Glasserman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

Probability Theory in Finance

Author : Seán Dineen
Publisher : American Mathematical Soc.
ISBN 13 : 0821894900
Total Pages : 305 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Probability Theory in Finance by : Seán Dineen

Download or read book Probability Theory in Finance written by Seán Dineen and published by American Mathematical Soc.. This book was released on 2013-05-22 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of

An Introduction to Financial Mathematics

Author : Hugo D. Junghenn
Publisher : CRC Press
ISBN 13 : 0429554494
Total Pages : 304 pages
Book Rating : 4.4/5 (295 download)

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Book Synopsis An Introduction to Financial Mathematics by : Hugo D. Junghenn

Download or read book An Introduction to Financial Mathematics written by Hugo D. Junghenn and published by CRC Press. This book was released on 2019-03-14 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author’s webpage https://home.gwu.edu/~hdj/.

Statistics and Data Analysis for Financial Engineering

Author : David Ruppert
Publisher : Springer
ISBN 13 : 1493926144
Total Pages : 719 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Statistics and Data Analysis for Financial Engineering by : David Ruppert

Download or read book Statistics and Data Analysis for Financial Engineering written by David Ruppert and published by Springer. This book was released on 2015-04-21 with total page 719 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Principles of Engineering Economics with Applications

Author : Zahid A. Khan
Publisher : Cambridge University Press
ISBN 13 : 1108646735
Total Pages : 544 pages
Book Rating : 4.1/5 (86 download)

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Book Synopsis Principles of Engineering Economics with Applications by : Zahid A. Khan

Download or read book Principles of Engineering Economics with Applications written by Zahid A. Khan and published by Cambridge University Press. This book was released on 2018-10-18 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering detailed discussion of fundamental concepts of economics, the textbook commences with comprehensive explanation of theory of consumer behavior, utility maximization and optimal choice, profit function, cost minimization and cost function. The textbook covers methods including present worth method, future worth method, annual worth method, internal rate of return method, explicit re-investment rate of return method and payout method useful for studying economic studies. A chapter on value engineering discusses important topics such as function analysis systems techniques, the value index, value measurement techniques, innovative phase and constraints analysis in depth. It facilitates the understanding of the concepts through illustrations and solved problems. This text is the ideal resource for Indian undergraduate engineering students in the fields of mechanical engineering, computer science and engineering and electronics engineering for a course on engineering economics/engineering economy.

Financial Engineering and Computation

Author : Yuh-Dauh Lyuu
Publisher : Cambridge University Press
ISBN 13 : 1139431900
Total Pages : pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Financial Engineering and Computation by : Yuh-Dauh Lyuu

Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2001-11-12 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Students and professionals intending to work in any area of finance must master not only advanced concepts and mathematical models but also learn how to implement these models computationally. This comprehensive text, first published in 2002, combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practised in capital markets. Unlike most books on investments, financial engineering, or derivative securities, the book starts from very basic ideas in finance and gradually builds up the theory. It offers a thorough grounding in the subject for MBAs in finance, students of engineering and sciences who are pursuing a career in finance, researchers in computational finance, system analysts, and financial engineers. Along with the theory, the author presents numerous algorithms for pricing, risk management, and portfolio management. The emphasis is on pricing financial and derivative securities: bonds, options, futures, forwards, interest rate derivatives, mortgage-backed securities, bonds with embedded options, and more.

The Concepts and Practice of Mathematical Finance

Author : Mark S. Joshi
Publisher : Cambridge University Press
ISBN 13 : 0521514088
Total Pages : 0 pages
Book Rating : 4.5/5 (215 download)

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Book Synopsis The Concepts and Practice of Mathematical Finance by : Mark S. Joshi

Download or read book The Concepts and Practice of Mathematical Finance written by Mark S. Joshi and published by Cambridge University Press. This book was released on 2008-10-30 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.

Financial Engineering Principles

Author : Perry H. Beaumont
Publisher : John Wiley & Sons
ISBN 13 : 0471675504
Total Pages : 317 pages
Book Rating : 4.4/5 (716 download)

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Book Synopsis Financial Engineering Principles by : Perry H. Beaumont

Download or read book Financial Engineering Principles written by Perry H. Beaumont and published by John Wiley & Sons. This book was released on 2004-01-16 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock, bonds, cash . . . the investment mind is often programmed. The reality is that most investors think in terms of single asset classes, and allocate money to them accordingly. The unique contribution of First Principles: An Investor's Guide to Building Bridges Across Financial Products is that, for the first time, a single unified valuation approach is available to use for all financial products. This book shows you how to focus on the dynamics of processes and interrelationships of different investment choices, providing the reader with a financial toolbox to equips any investor with the knowledge to de-construct and value any financial product, making it a must if you?re a portfolio manager or an individual investors interested in building the optimal portfolio.