Principles of Financial Engineering

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Автор: Robert Kosowski, Salih N. Neftci

Название: Principles of Financial Engineering

Издательство: Academic Press

Год: 2014

Формат: PDF

Страниц: 896

Размер: 28.1 MB

Язык: Английский

ISBN: 0123869684

Для сайта: MirKnig.com

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, pricing.

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