TY  - BOOK
AU  - Neftci,Salih N.
TI  - Principles of financial engineering
T2  - Academic press advanced finance series
SN  - 0123735742
AV  - HG176.7 .N44 2008
PY  - 2008///
CY  - Burlington, MA
PB  - Academic Press
KW  - Financial engineering
N1  - 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
ER  -