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Principles of Financial Engineering (Academic Press Advanced Finance)
Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its last, Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic...more
Hardcover, Second Edition, 679 pages
Published
November 21st 2008
by Academic Press
(first published April 19th 2004)
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Professor Neftci's Second Edition of Principles of Financial Engineering brilliantly seizes the high ground in clarity and authority. He promotes a "way of solving problems using financial securities and their derivatives" and absolutely succeeds in sharing the thinking process of a financial engineer.
The book's essence is to illustrate the financial engineer's modus operandi: the deconstruction of a complex instrument into its synthetic equivalent, a replicating portfolio...more
The book's essence is to illustrate the financial engineer's modus operandi: the deconstruction of a complex instrument into its synthetic equivalent, a replicating portfolio...more
this guy is my advisor for grad school - haven't read yet. looks awesome
Notash
marked it as to-read
Mike
marked it as to-read
Scott
marked it as to-read
Mike Eliseev
marked it as to-read
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