Principles of Financial Engineering presents a fresh, original, informative, and up-to-date introduction to financial engineering. Rather than introducing financial instruments, this book describes the methods of synthetically creating assets in static and in dynamic environments, and shows how to use them. It offers clear links between intuition and underlying mathematics and an outstanding mixture of market insights and mathematical materials. It emphasizes developing methods that can be used to solve risk management, ...
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Principles of Financial Engineering presents a fresh, original, informative, and up-to-date introduction to financial engineering. Rather than introducing financial instruments, this book describes the methods of synthetically creating assets in static and in dynamic environments, and shows how to use them. It offers clear links between intuition and underlying mathematics and an outstanding mixture of market insights and mathematical materials. It emphasizes developing methods that can be used to solve risk management, taxation, regulation, and above all, pricing problems. It explains issues involved in the day-to-day life of traders, using non-mathematical language. It provides a careful and concise analysis of the LIBOR market model and of volatility engineering problems. Exercises and case studies at end of each chapter as well as on-line Solutions Manual are available. This book will be a useful resource for anyone learning about practical elements of financial engineering. It can also serve as a resource for professionals and academics in all areas of quantitative finance.
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Add this copy of Principles of Financial Engineering (Academic Press to cart. $153.42, new condition, Sold by Just one more Chapter rated 5.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2004 by Academic Press.
Add this copy of Principles of Financial Engineering to cart. $17.46, very good condition, Sold by Kocmodor, ships from Higley, AZ, UNITED STATES, published 2004 by Academic Press.
