Neftci, Salih N. creator text bibliography mau Burlington, MA Academic Press c2008 2008 2nd ed. monographic eng

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xv, 679 p. : ill. (some col.) ; 27 cm. 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. Salih N. Neftci. Previous ed. : San Diego, Calif. : Elsevier Academic Press, c2004. Includes bibliographical references (p. 663-666) and index. Financial engineering HG176.7 .N44 2008 0123735742 9780123735744 UKM 101013 20200628125610.0 CY-PaNEU10007684