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...

Full description

Bibliographic Details
Other Authors: Kosowski, Robert L., author (author), Neftci, Salih N., author
Format: eBook
Language:Inglés
Published: London, England : Elsevier 2015.
Edition:3rd ed
Series:Academic Press Advanced Finance
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628618206719
Description
Summary: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
Item Description:"Academic Press is an imprint of Elsevier"--T.p. verso.
Physical Description:1 online resource (893 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9780123870070