000			01935cam a2200277 a 4500
001			CY-PaNEU10007684
003			CY-PaNEU
005			20200628125610.0
008			101013s2008 maua b 001 0 eng
020			_a0123735742
020			_a9780123735744
040			_aUKM _cUKM _dBWX _dCDX _dYDXCP _dOCLCQ _dIQU _dCUY _dCY-PaNEU
050	1	4	_aHG176.7 _b.N44 2008
100	1		_aNeftci, Salih N. _9744
245	1	0	_aPrinciples of financial engineering / _cSalih N. Neftci.
250			_a2nd ed.
260			_aBurlington, MA : _bAcademic Press, _cc2008.
300			_axv, 679 p. : _bill. (some col.) ; _c27 cm.
490	1		_aAcademic press advanced finance series
500			_aPrevious ed. : San Diego, Calif. : Elsevier Academic Press, c2004.
504			_aIncludes bibliographical references (p. 663-666) and index.
505	0	0	_tIntroduction -- _gAn _tintroduction to some concepts and definitions -- _tCash flow engineering and forward contracts -- _tEngineering simple interest rate derivatives -- _tIntroduction to swap engineering -- _tRepo market strategies in financial engineering -- _tDynamic replication methods and synthetics -- _tMechanics of options -- _tEngineering convexity positions -- _tOptions engineering with applications -- _tPricing tools in financial engineering -- Some applications of the fundamental theorem -- _tFixed-income engineering -- _tTools for volatility engineering, volatility swaps, and volatility trading -- _tVolatility as an asset class and the smile -- _tCredit markets : CDS engineering -- _tEssentials of structured product engineering -- _tCredit indices and their tranches -- _tDefault correlation pricing and trading -- _tPrincipal protection techniques -- _tCaps/floors and swaptions with an application to mortgages -- _tEngineering of equity instruments : pricing and replication.
650		0	_aFinancial engineering. _9446
830		0	_aAcademic Press advanced finance series. _91953
942			_cBK
999			_c2167 _d2167