TY  - BOOK
AU  - Neftci,Salih N.
TI  - Principles of financial engineering
T2  - Academic Press advanced finance series
SN  - 0125153945
AV  - HG176.7 .N44 2004
U1  - 658.15 22
PY  - 2004///
CY  - San Diego, Calif.
PB  - Elsevier Academic Press
KW  - Financial engineering
N1  - Includes bibliographic references and index; Ch. 1; Introduction --; Ch. 2; A review of markets, players, and conventions --; Ch. 3; Cash flow engineering and forward contracts --; Ch. 4; Engineering simple interest rate derivatives --; Ch. 5; Introduction to swap engineering --; Ch. 6; Repo market strategies in financial engineering --; Ch. 7; Dynamic replication methods and synthetics --; Ch. 8; Mechanics of options --; Ch. 9; Engineering convexity positions --; Ch. 10; Options engineering with applications --; Ch. 11; Pricing tools in financial engineering --; Ch. 12; Some applications of the fundamental theorem --; Ch. 13; A framework for fixed-income engineering --; Ch. 14; Tools for volatility engineering, volatility swaps, and volatility trading --; Ch. 15; Smile effects in financial engineering --; Ch. 16; How do credit derivatives change financial engineering? --; Ch. 17; Engineering of equity instruments : pricing and replication --; Ch. 18; An important application : swaptions and mortgages
ER  -