Principles of financial engineering

Three new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this third edition of Principles of Financial Engineering essential reading. Between defining swaps on its first page and presenting a case study on its last, Robert Kosowski and S...

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Detalles Bibliográficos
Otros Autores: Kosowski, Robert L., author (author), Neftci, Salih N., author
Formato: Libro electrónico
Idioma:Inglés
Publicado: London, England : Elsevier 2015.
Edición:3rd ed
Colección:Academic Press Advanced Finance
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628618206719
Descripción
Sumario:Three new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this third edition of Principles of Financial Engineering essential reading. Between defining swaps on its first page and presenting a case study on its last, Robert Kosowski and Salih Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pric
Notas:"Academic Press is an imprint of Elsevier"--T.p. verso.
Descripción Física:1 online resource (893 p.)
Bibliografía:Includes bibliographical references and index.
ISBN:9780123870070