01935cam a2200277 a 4500 CY-PaNEU10007684 CY-PaNEU 20200628125610.0 101013s2008 maua b 001 0 eng 0123735742 9780123735744 UKM UKM BWX CDX YDXCP OCLCQ IQU CUY CY-PaNEU HG176.7 .N44 2008 Neftci, Salih N. 744 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 Previous ed. : San Diego, Calif. : Elsevier Academic Press, c2004. Includes bibliographical references (p. 663-666) and index. Introduction -- An 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. Financial engineering. 446 Academic Press advanced finance series. 1953 BK 2167 2167 0 0 0 0 ma CY-PaNEU CY-PaNEU 2013-10-10 2 1 HG176.7.N44 2008 3000709 2020-06-28 00:00:00 1 2020-06-28 BK