Principles of Financial Engineering

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9780123869685: Principles of Financial Engineering
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Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices.

This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises.

This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.



  • The Third Edition presents three new chapters on financial engineering in commodity markets, financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles and how to incorporate counterparty risk into derivatives pricing, among other topics
  • Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act
  • The solutions manual enhances the text by presenting additional cases and solutions to exercises

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione:

"This text has quickly become a modern classic of financial engineering, as broad in coverage as it is deep in content, and the addition of Kosowski brings another dimension of academic rigor and practical relevance to Neftci's impressive pedagogical legacy." --Andrew W. Lo, MIT Sloan School of Management

"I’m delighted that this classical text has been updated by Professor Kosowski to reflect financial engineering post-crisis. This timely combination of timeless principles and recent revelations makes for an irresistible read." --Peter Carr, Morgan Stanley and New York University

L'autore:

Robert Kosowski is Associate Professor in the Finance Group of Imperial College Business School, Imperial College London, and Director of the Risk Management Lab and Centre for Hedge Fund Research. Robert is an associate member of the Oxford-Man Institute of Quantitative Finance at Oxford University and a member of AIMA's research committee. His research interests include asset management, asset pricing, and financial econometrics with a focus on hedge and mutual funds, performance measurement, asset allocation, business cycles, and derivative trading strategies. Robert's research has been featured in "The Financial Times" and "The Wall Street Journal" and was awarded the European Finance Association 2007 Best Paper Award, an INQUIRE UK 2008 best paper award, an INQUIRE Europe 2009/10 and 2012/13 best paper award, and the British Academy's mid-career fellowship (2011-2012). Robert's research has been published in top peer-reviewed finance journals such as "The Journal of Finance," "The Journal of Financial Economics" and the "Review of Financial Studies." Prior to joining Imperial College London Robert was an Assistant Professor of Finance at INSEAD, where he taught in the MBA, Executive Education, and Ph.D. programs. Robert was a visiting scholar at the UCSD Economics Department (2000) and the International Monetary Fund (2008). At Imperial Robert teaches in the MSc Finance. He won teaching prizes at Imperial College Business School in 2009 and 2014. Robert holds a BA (First Class Honours) and MA in Economics from Trinity College, Cambridge University, and a MSc in Economics and Ph.D. from the London School of Economics. He has consulted for private and public sector organizations and has worked for Goldman Sachs, the Boston Consulting Group, and Deutsche Bank. His policy related advisory work includes: Specialist Adviser to UK House of Lords (2009-2010) and Expert Technical Consultant (International Monetary Fund, USA, 2008). Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Kosowski, Robert; Neftci, Salih N.
Editore: Academic Press
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Cloud 9 Books
(Wellington, FL, U.S.A.)
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Descrizione libro Academic Press. Hardcover. Condizione: New. 0123869684 New Condition. Codice articolo NEW99.3032921

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Robert Kosowski, Salih N Neftci
Editore: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Condizione: New. 3rd edition. Language: English. Brand new Book. Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. Codice articolo AA59780123869685

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Robert Kosowski, Salih N Neftci
Editore: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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(London, Regno Unito)
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Descrizione libro Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Condizione: New. 3rd edition. Language: English. Brand new Book. Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. Codice articolo AA59780123869685

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Kosowski, Robert; Neftci, Salih N.
Editore: Academic Press (2014)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Academic Press, 2014. Hardcover. Condizione: New. Ships SAME DAY! MONEY BACK GUARANTEE! I RESPOND TO ALL QUESTIONS QUICKLY!! FREE SHIPPING & TRACKINGNew Hardcover US Student Edition. Codice articolo 7567cl-000018June912382

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Robert L Kosowski (author), Salih N Neftci (author)
Editore: Elsevier Science 2014-11-27, Amsterdam (2014)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Elsevier Science 2014-11-27, Amsterdam, 2014. hardback. Condizione: New. Codice articolo 9780123869685

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Robert Kosowski; Salih N. Neftci
Editore: Academic Press (2014)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Academic Press, 2014. Condizione: New. Codice articolo L9780123869685

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Robert Kosowski, Salih N. Neftci
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Hardback. Condizione: New. Not Signed; Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the engineering elements of financial engineering instead of the mathematics underlying it. It shows how to use financial to. book. Codice articolo ria9780123869685_rkm

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Kosowski, Robert, Neftci, Salih N.
Editore: Academic Press (2014)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Academic Press, 2014. Condizione: New. Includes five chapters, numerous additions to existing chapters, and a collection of questions and exercises. This title presents an introduction to financial engineering that shows readers how to create financial assets in static and dynamic environments. Series: Academic Press Advanced Finance. Num Pages: 896 pages, colour illustrations. BIC Classification: KFFH; KFFM; KJMV1. Category: (P) Professional & Vocational. Dimension: 243 x 192 x 51. Weight in Grams: 1828. . 2014. 3rd Edition. Hardcover. . . . . . Codice articolo V9780123869685

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KOSOWSKI, ROBERT; NEFTCI, SALIH
Editore: Academic Press (2014)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Herb Tandree Philosophy Books
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Descrizione libro Academic Press, 2014. Hardback. Condizione: NEW. 9780123869685 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Codice articolo HTANDREE0893259

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10.

Robert Kosowski
Editore: Oxford Elsevier LTD Jan 2015 (2015)
ISBN 10: 0123869684 ISBN 13: 9780123869685
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Descrizione libro Oxford Elsevier LTD Jan 2015, 2015. Buch. Condizione: Neu. Neuware - Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the 'engineering' elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. The Third Edition presents three new chapters on financial engineering in commodity markets, financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles and how to incorporate counterparty risk into derivatives pricing, among other topics Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act The solutions manual enhances the text by presenting additional cases and solutions to exercises 874 pp. Englisch. Codice articolo 9780123869685

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