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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

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

Financial Engineering with Finite Elements

Author : Jürgen Topper
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 398 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Financial Engineering with Finite Elements by : Jürgen Topper

Download or read book Financial Engineering with Finite Elements written by Jürgen Topper and published by John Wiley & Sons. This book was released on 2005-04 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. * Explains little understood techniques that will assist in the accurate more speedy pricing of options * Centres on the practical application of these useful techniques * Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets

Financial Engineering

Author : John Francis Marshall
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 760 pages
Book Rating : 4.4/5 (91 download)

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Book Synopsis Financial Engineering by : John Francis Marshall

Download or read book Financial Engineering written by John Francis Marshall and published by Prentice Hall. This book was released on 1992 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring the growing field of financial engineering, this book examines its explosive growth, its conceptual tools, products, instruments, processes, strategies and future directions. Working from the basic building blocks of financial engineering to the complex processes of creating new financial instruments to meet specific needs, the book aims to provide both conceptual and practical frameworks for understanding the field.

The Financial Times Handbook of Financial Engineering

Author : Lawrence Galitz
Publisher : Pearson UK
ISBN 13 : 0273742426
Total Pages : 666 pages
Book Rating : 4.2/5 (737 download)

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Book Synopsis The Financial Times Handbook of Financial Engineering by : Lawrence Galitz

Download or read book The Financial Times Handbook of Financial Engineering written by Lawrence Galitz and published by Pearson UK. This book was released on 2013-06-11 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Times Handbook of Financial Engineering clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged. All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data.

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.

Financial Engineering

Author : Tanya S. Beder
Publisher : John Wiley & Sons
ISBN 13 : 0470455810
Total Pages : 616 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Financial Engineering by : Tanya S. Beder

Download or read book Financial Engineering written by Tanya S. Beder and published by John Wiley & Sons. This book was released on 2011-06-07 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: FINANCIAL ENGINEERING Financial engineering is poised for a great shift in the years ahead. Everyone from investors and borrowers to regulators and legislators will need to determine what works, what doesn't, and where to go from here. Financial Engineering—part of the Robert W. Kolb Series in Finance—has been designed to help you do just this. Comprised of contributed chapters by distinguished experts from industry and academia, this reliable resource will help you focus on established activities in the field, developing trends and changes, as well as areas of opportunity. Divided into five comprehensive parts, Financial Engineering begins with an informative overview of the discipline, chronicling its complete history and profiling potential career paths. From here, Part II quickly moves on to discuss the evolution of financial engineering in major markets—fixed income, foreign exchange, equities, commodities and credit—and offers important commentary on what has worked and what will change. Part III then examines a number of recent innovative applications of financial engineering that have made news over the past decade—such as the advent of securitized and structured products and highly quantitative trading strategies for both equities and fixed income. Thoughts on how risk management might be retooled to reflect what has been learned as a result of the recent financial crisis are also included. Part IV of the book is devoted entirely to case studies that present valuable lessons for active practitioners and academics. Several of the cases explore the risk that has instigated losses across multiple markets, including the global credit crisis. You'll gain in-depth insights from cases such as Countrywide, Société Générale, Barings, Long-Term Capital Management, the Florida Local Government Investment Pool, AIG, Merrill Lynch, and many more. The demand for specific and enterprise risk managers who can think outside the box will be substantial during this decade. Much of Part V presents new ways to be successful in an era that demands innovation on both sides of the balance sheet. Chapters that touch upon this essential topic include Musings About Hedging; Operational Risk; and The No-Arbitrage Condition in Financial Engineering: Its Use and Mis-Use. This book is complemented by a companion website that includes details from the editors' survey of financial engineering programs around the globe, along with a glossary of key terms from the book. This practical guide puts financial engineering in perspective, and will give you a better idea of how it can be effectively utilized in real- world situations.

Project Financing

Author : John D. Finnerty
Publisher : John Wiley & Sons
ISBN 13 : 1118044886
Total Pages : 459 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Project Financing by : John D. Finnerty

Download or read book Project Financing written by John D. Finnerty and published by John Wiley & Sons. This book was released on 2011-01-04 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Project Financing, First Edition "Owing to his teaching as a finance professor and as an experienced investment banker, John Finnerty brings to his book, Project Financing, an insightful perspective, blending the theoretical with the practical." —Zoltan Merszei, former chairman, president, and CEO, The Dow Chemical Company "Finnerty has managed to distill the complexities of project financing with its myriad components and variations. Clear, practical, and in-depth, Project Financing is a valuable user's guide for project sponsors, regulators, host governments (local and foreign), and financiers alike." —Ricardo M. Campoy, Director, Kilgore Minerals Ltd. "Project Financing warrants a place in the essential libraries of corporate financial managers, their advisors, senior strategists, bankers, large private investors, government officials, and anyone who aspires to master innovation in corporate finance." —Robert F. Bruner, Dean and Charles C. Abbott Professor of Business Administration, Darden Graduate School of Business Administration, University of Virginia "This book is the first comprehensive treatment of project financing. It provides an invaluable contribution to financial management literature and practice." —Andrew H. Chen, Distinguished Professor of Finance, Southern Methodist University

Economics and Finance for Engineers and Planners

Author : Neil S. Grigg
Publisher : Amer Society of Civil Engineers
ISBN 13 : 9780784409749
Total Pages : 301 pages
Book Rating : 4.4/5 (97 download)

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Book Synopsis Economics and Finance for Engineers and Planners by : Neil S. Grigg

Download or read book Economics and Finance for Engineers and Planners written by Neil S. Grigg and published by Amer Society of Civil Engineers. This book was released on 2010 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neil Grigg presents the core issues of economics and finance that relate directly to the work of civil engineers, construction managers, and public works and utility officials.

A Primer for Financial Engineering

Author : Ali N. Akansu
Publisher : Academic Press
ISBN 13 : 0128017503
Total Pages : 156 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis A Primer for Financial Engineering by : Ali N. Akansu

Download or read book A Primer for Financial Engineering written by Ali N. Akansu and published by Academic Press. This book was released on 2015-03-25 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply engineering principles to financial markets. The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an engineer, while showing their practical significance. Topics covered include an in depth examination of market microstructure and trading, a detailed explanation of High Frequency Trading and the 2010 Flash Crash, risk analysis and management, popular trading strategies and their characteristics, and High Performance DSP and Financial Computing. The book has many examples to explain financial concepts, and the presentation is enhanced with the visual representation of relevant market data. It provides relevant MATLAB codes for readers to further their study. Please visit the companion website on http://booksite.elsevier.com/9780128015612/ Provides engineering perspective to financial problems In depth coverage of market microstructure Detailed explanation of High Frequency Trading and 2010 Flash Crash Explores risk analysis and management Covers high performance DSP & financial computing

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.

Dictionary of Financial Engineering

Author : John F. Marshall
Publisher : John Wiley & Sons
ISBN 13 : 0471436496
Total Pages : 303 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis Dictionary of Financial Engineering by : John F. Marshall

Download or read book Dictionary of Financial Engineering written by John F. Marshall and published by John Wiley & Sons. This book was released on 2001-05-22 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical guide to the inside language of the world of derivative instruments and risk management Financial engineering is where technology and quantitative analysis meet on Wall Street to solve risk problems and find investment opportunities. It evolved out of options pricing, and, at this time, is primarily focused on derivatives since they are the most difficult instruments to price and are also the riskiest. Not only is financial engineering a relatively new field, but by its nature, it continues to grow and develop. This unique dictionary explains and clarifies for financial professionals the important terms, concepts, and sometimes arcane language of this increasingly influential world of high finance and potentially high profits. John F. Marshall (New York, NY) is a Managing Partner of Marshall, Tucker & Associates, a New York-based financial engineering and consulting firm. Former Executive Director of then International Association of Financial Engineers, Marshall is the author of several books, including Understanding Swaps.

Financial and Economic Analysis for Engineering and Technology Management

Author : Henry E. Riggs
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 440 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Financial and Economic Analysis for Engineering and Technology Management by : Henry E. Riggs

Download or read book Financial and Economic Analysis for Engineering and Technology Management written by Henry E. Riggs and published by Wiley-Interscience. This book was released on 2004-02-23 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expert guidance for fiscally responsible engineering and technology managers. This thoroughly updated Second Edition is an accessible self-study guide and text that helps engineers extract important meaning from financial statements and accounting records, ask insightful questions, engage in thoughtful debate about accounting and financial issues, and make informed decisions that benefit their companies.

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.

Machine Learning for Financial Engineering

Author : György Ottucsák
Publisher : World Scientific
ISBN 13 : 1848168136
Total Pages : 261 pages
Book Rating : 4.8/5 (481 download)

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Book Synopsis Machine Learning for Financial Engineering by : György Ottucsák

Download or read book Machine Learning for Financial Engineering written by György Ottucsák and published by World Scientific. This book was released on 2012 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: Preface v 1 On the History of the Growth-Optimal Portfolio M.M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A. Urbán 81 3 Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs L. Györfi H. Walk 119 4 Growth-Optimal Portfoho Selection with Short Selling and Leverage M. Horváth A. Urbán 153 5 Nonparametric Sequential Prediction of Stationary Time Series L. Györfi Gy. Ottucsák 179 6 Empirical Pricing American Put Options L. Györfi A. Telcs 227 Index 249.

Mathematics and Tools for Financial Engineering

Author : Petros A. Ioannou
Publisher : SIAM
ISBN 13 : 1611976766
Total Pages : 294 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Mathematics and Tools for Financial Engineering by : Petros A. Ioannou

Download or read book Mathematics and Tools for Financial Engineering written by Petros A. Ioannou and published by SIAM. This book was released on 2021-09-07 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an overview of fundamental concepts in mathematics and how they are applied to basic financial engineering problems, with the goal of teaching students to use mathematics and engineering tools to understand and solve financial problems. Part I covers mathematical preliminaries (set theory, linear algebra, sequences and series, real functions and analysis, numerical approximations and computations, basic optimization theory, and stochastic processes), and Part II addresses financial topics ranging from low- to high-risk investments (interest rates and value of money, bonds, dynamic asset modeling, portfolio theory and optimization, option pricing, and the concept of hedging). Based on lectures for a master’s program in financial engineering given by the author over 12 years at the University of Southern California, Mathematics and Tools for Financial Engineering contains numerous examples and problems, establishes a strong general mathematics background and engineering modeling techniques in a pedagogical fashion, and covers numerical techniques with applications to solving financial problems using different software tools. This textbook is intended for graduate and advanced undergraduate students in finance or financial engineering and is useful to readers with no prior knowledge in finance who want to understand some basic mathematical tools and theories associated with financial engineering. It is also appropriate as an overview of many mathematical concepts and engineering tools relevant to courses on numerical analysis, modeling and data science, numerical optimization, and approximation theory.

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.