000			01977cam a2200337 a 4500
001			4860762
003			UoK
005			20180911153828.0
008			040531s2004 cau 001 0 eng d
010			_a 2004300607
020			_a0125153945
024			_aR0-439097
035			_a(OCoLC)ocm55003396
035			_a(DLC) 2004300607
035			_a(NNC)4860762
040			_aLC _cLC _dLC _dLC
042			_alccopycat
050	0	0	_aHG176.7 _b.N44 2004
082	0	0	_a658.15 _222
100	1		_aNeftci, Salih N.
245	1	0	_aPrinciples of financial engineering / _cSalih N. Neftci.
260			_aSan Diego, Calif. : _bElsevier Academic Press, _cc2004.
300			_axiii, 556 p. : _bill. ; _c27 cm.
490	1		_aAcademic Press advanced finance series
504			_aIncludes bibliographic references and index.
505	0	0	_gCh. 1. _tIntroduction -- _gCh. 2. _tA review of markets, players, and conventions -- _gCh. 3. _tCash flow engineering and forward contracts -- _gCh. 4. _tEngineering simple interest rate derivatives -- _gCh. 5. _tIntroduction to swap engineering -- _gCh. 6. _tRepo market strategies in financial engineering -- _gCh. 7. _tDynamic replication methods and synthetics -- _gCh. 8. _tMechanics of options -- _gCh. 9. _tEngineering convexity positions -- _gCh. 10. _tOptions engineering with applications -- _gCh. 11. _tPricing tools in financial engineering -- _gCh. 12. _tSome applications of the fundamental theorem -- _gCh. 13. _tA framework for fixed-income engineering -- _gCh. 14. _tTools for volatility engineering, volatility swaps, and volatility trading -- _gCh. 15. _tSmile effects in financial engineering -- _gCh. 16. _tHow do credit derivatives change financial engineering? -- _gCh. 17. _tEngineering of equity instruments : pricing and replication -- _gCh. 18. _tAn important application : swaptions and mortgages.
650		0	_aFinancial engineering.
830		0	_aAcademic Press advanced finance series.
900			_bTOC
942			_2lcc _cLL
999			_c2263 _d2263