دانلود کتاب Neftci Principles of Financial Engineering 2nd edition

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Academic Press; 2 edition (December 15, 2008), 696 страниц
Язык: English
ISBN-10: 0123735742
ISBN-13: 978-0123735744Cash Flow Engineering and Forward Contracts
Engineering Simple Interest Rate Derivatives
Introduction to Swap Engineering
Repo Market Strategies in Financial Engineering
Dynamic Replication Methods and Synthetics
Mechanics of Options
Engineering Convexity Positions
Options Engineering with Applications
Pricing Tools in Financial Engineering
Some Applications of the Fundamental Theorem
Fixed-Income Engineering
Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading
Volatility as an Asset Class and the Smile
Credit Markets: CDS Engineering
Essentials of Structured Product Engineering
Credit Indices and Their Tranches
Default Correlation Pricing and Trading
Principal Protection Techniques
Caps/Floors and Swaptions with an Application to Mortgages
Engineering of Equity Instruments: Pricing and Replication