Book by Neftci Salih N
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"This is the first comprehensive hands-on introduction to financial engineering. Neftci is enjoyable to read, and finds a natural balance between theory and practice." - Darrell Duffie, James I. Miller Professor of Finance, The Graduate School of Business, Stanford University "Neftci's book captures much of the excitement of the recent surge of theoretical and practical work on financial engineering. A variety of readers will be interested in this book, including lay people who are interested in better understanding how financial markets can be used to share and mitigate risks and practicioners who are interested in constructing and valuing new securities." - Thomas Sargent, Professor of Economics at NYU, and a Senior Fellow at the Hoover Institution, Stanford University "...an excellent book on which to base an initial course in a financial engineering or mathematics program ... [It] has a breadth and consistency that make it an excellent introduction to what practitioners need to know." - Financial Analysts JournalReseña del editor:
Bestselling author Salih Neftci presents a fresh, original, informative, and up-to-date introduction to financial engineering. The book offers clear links between intuition and underlying mathematics and an outstanding mixture of market insights and mathematical materials. Also included are end-of-chapter exercises and case studies. In a market characterized by the existence of large pools of liquid funds willing to go anywhere, anytime in search of a few points of advantage, there are new risks. Lacking experience with these new risks, firms, governmental entities, and other investors have been surprised by unexpected and often disastrous financial losses. Managers and analysts seeking to employ these new instruments and strategies to make pricing, hedging, trading, and portfolio management decisions require a mature understanding of theoretical finance and sophisticated mathematical and computer modeling skills. Important and useful because it analyzes financial assets and derivatives from the financial engineering perspective, this book offers a different approach than the existing finance literature in financial asset and derivative analysis. Seeking not to introduce financial instruments but instead to describe the methods of synthetically creating assets in static and in dynamic environments and to show how to use them, his book complements all currently available textbooks. It emphasizes developing methods that can be used in order to solve risk management, taxation, regulation, and above all, pricing problems. This perspective forms the basis of practical risk management. It will be useful for anyone learning about practical elements of financial engineering. Exercises and case studies at end of each chapter and on-line Solutions Manual are provided. It explains issues involved in day-to-day life of traders, using language other than mathematics. It offers careful and concise analysis of the LIBOR market model and of volatility engineering problems.
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Descripción Paperback. Estado de conservación: New. Softcover Book, Condition: New. 1st Edition. [Please Read Carefully Before Buying], This Is An International Edition. Printed In Black and White. 556 Pages, Book Cover And ISBN No May Be Different From US Edition. Restricted Sales Disclaimer Wordings Not For Sales In USA And Canada May Be Printed On The Cover Of The Book. Standard Shipping 7-14 Business Days. Expedited Shiping 4-8 Business Days. ***WE DO NOT ENTERTAIN BULK ORDERS.*** The Books May Be Ship From Overseas For Inventory Purpose. Nº de ref. de la librería 470854
Descripción Paperback. Estado de conservación: New. New Softcover International Edition, Printed in Black and White, Only USPS Media mail Shipping ONLY, Different ISBN, Same Content As US edition, Book Cover may be Different, in English Language. Nº de ref. de la librería 29918
Descripción Academic Press, 2004. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0125153945
Descripción Academic Press, 2004. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0125153945
Descripción Academic Press. Hardcover. Estado de conservación: New. 0125153945 New Condition. Nº de ref. de la librería NEW6.0041720
Descripción Academic Press, 2004. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110125153945
Descripción Academic Press, 2004. Hardcover. Estado de conservación: New. New item. Nº de ref. de la librería QX-005-54-2381102
Descripción Elsevier. Estado de conservación: New. pp. 556. Nº de ref. de la librería 7415520
Descripción Estado de conservación: Brand New. Book Condition: Brand New. Nº de ref. de la librería 97801251539421.0