Articoli correlati a Principles of Financial Engineering

Principles of Financial Engineering - Rilegato

 
9780123869685: Principles of Financial Engineering

Sinossi

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.

Informazioni sull?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.

Dalla quarta di copertina

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.

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

Compra usato

Condizioni: molto buono
Missing dust jacket; May have limited...
Visualizza questo articolo

EUR 25,51 per la spedizione da U.S.A. a Italia

Destinazione, tempi e costi

EUR 10,26 per la spedizione da Regno Unito a Italia

Destinazione, tempi e costi

Risultati della ricerca per Principles of Financial Engineering

Foto dell'editore

Neftci Salih N. Kosowski Robert
Editore: Elsevier, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato

Da: Majestic Books, Hounslow, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. pp. 752. Codice articolo 57085541

Contatta il venditore

Compra nuovo

EUR 87,28
Convertire valuta
Spese di spedizione: EUR 10,26
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: 3 disponibili

Aggiungi al carrello

Foto dell'editore

Kosowski, Robert/ Neftci, Salih N.
Editore: Academic Pr, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato
Print on Demand

Da: Revaluation Books, Exeter, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Hardcover. Condizione: Brand New. 3rd edition. 700 pages. 9.75x8.00x2.25 inches. In Stock. This item is printed on demand. Codice articolo __0123869684

Contatta il venditore

Compra nuovo

EUR 91,27
Convertire valuta
Spese di spedizione: EUR 11,59
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: 2 disponibili

Aggiungi al carrello

Foto dell'editore

Kosowski, Robert; Neftci, Salih N.
Editore: Academic Press, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Antico o usato Rilegato

Da: ThriftBooks-Dallas, Dallas, TX, U.S.A.

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Hardcover. Condizione: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 4. Codice articolo G0123869684I4N01

Contatta il venditore

Compra usato

EUR 79,32
Convertire valuta
Spese di spedizione: EUR 25,51
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: 1 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Robert Kosowski
Editore: Academic Press, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato
Print on Demand

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - 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. Englisch. Codice articolo 9780123869685

Contatta il venditore

Compra nuovo

EUR 102,90
Convertire valuta
Spese di spedizione: EUR 11,00
Da: Germania a: Italia
Destinazione, tempi e costi

Quantità: 2 disponibili

Aggiungi al carrello

Foto dell'editore

Salih N. Neftci Robert Kosowski
Editore: Elsevier, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato

Da: Books Puddle, New York, NY, U.S.A.

Valutazione del venditore 4 su 5 stelle 4 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. pp. 752 3rd Edition. Codice articolo 2651425722

Contatta il venditore

Compra nuovo

EUR 110,71
Convertire valuta
Spese di spedizione: EUR 7,64
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: 3 disponibili

Aggiungi al carrello

Foto dell'editore

Kosowski, Robert; Neftci, Salih N.
Editore: Academic Press, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato

Da: Ria Christie Collections, Uxbridge, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. In English. Codice articolo ria9780123869685_new

Contatta il venditore

Compra nuovo

EUR 108,17
Convertire valuta
Spese di spedizione: EUR 10,42
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Foto dell'editore

Neftci Salih N. Kosowski Robert
Editore: Elsevier, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato

Da: Biblios, Frankfurt am main, HESSE, Germania

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. pp. 752. Codice articolo 1851425712

Contatta il venditore

Compra nuovo

EUR 111,95
Convertire valuta
Spese di spedizione: EUR 7,95
Da: Germania a: Italia
Destinazione, tempi e costi

Quantità: 3 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Kosowski, Robert L.; Neftci, Salih N.
Editore: Academic Press, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato

Da: GreatBookPrices, Columbia, MD, U.S.A.

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. Codice articolo 21967688-n

Contatta il venditore

Compra nuovo

EUR 103,76
Convertire valuta
Spese di spedizione: EUR 16,97
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Foto dell'editore

Robert Kosowski
Editore: Academic Press, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato
Print on Demand

Da: Brook Bookstore On Demand, Napoli, NA, Italia

Valutazione del venditore 4 su 5 stelle 4 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: new. Questo è un articolo print on demand. Codice articolo 89b6031fb896d733f66d6490685157a6

Contatta il venditore

Compra nuovo

EUR 80,84
Convertire valuta
Spese di spedizione: EUR 42,45
In Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Robert Kosowski
Editore: Academic Press, 2014
ISBN 10: 0123869684 ISBN 13: 9780123869685
Nuovo Rilegato
Print on Demand

Da: AHA-BUCH GmbH, Einbeck, Germania

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 9780123869685

Contatta il venditore

Compra nuovo

EUR 109,66
Convertire valuta
Spese di spedizione: EUR 14,99
Da: Germania a: Italia
Destinazione, tempi e costi

Quantità: 2 disponibili

Aggiungi al carrello

Vedi altre 8 copie di questo libro

Vedi tutti i risultati per questo libro