Neftci, Salih N. <br/><br/>
Principles of financial engineering / 
Salih N. Neftci. 
 - 2nd ed. 
 - Burlington, MA :  Academic Press,  c2008. 
 - xv, 679 p. :  ill. (some col.) ;  27 cm. 
 - Academic press advanced finance series .
 - Academic Press advanced finance series. .
<br/><br/> Previous ed. : San Diego, Calif. : Elsevier Academic Press, c2004. 
<br/><br/>Includes bibliographical references (p. 663-666) and index. 
<br/><br/> Introduction --  introduction to some concepts and definitions --  Cash flow engineering and forward contracts --  Engineering simple interest rate derivatives --  Introduction to swap engineering --  Repo market strategies in financial engineering --  Dynamic replication methods and synthetics --  Mechanics of options --  Engineering convexity positions --  Options engineering with applications --  Pricing tools in financial engineering -- Some applications of the fundamental theorem --  Fixed-income engineering --  Tools for volatility engineering, volatility swaps, and volatility trading --  Volatility as an asset class and the smile --  Credit markets : CDS engineering --  Essentials of structured product engineering --  Credit indices and their tranches --  Default correlation pricing and trading --  Principal protection techniques --  Caps/floors and swaptions with an application to mortgages --  Engineering of equity instruments : pricing and replication.  An 
<br/><br/><label>ISBN: </label>0123735742 9780123735744 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial engineering.
<br/><br/><label>LC Class. No.: </label>HG176.7  / .N44 2008