Principles of financial engineering:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
San Diego, Calif.
Elsevier Academic Press
©2009
|
| Ausgabe: | Second ediotion |
| Schriftenreihe: | Academic Press advanced finance series
|
| Schlagworte: | |
| Online-Zugang: | FAW01 Volltext |
| Beschreibung: | Principles of Financial Engineering, Second 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 you 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. 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. Includes bibliographical references and index |
| Beschreibung: | 1 online ressource (xiii, 679 pages) Illustrationen, Diagramme |
| ISBN: | 9780080919973 0080919979 9780123735744 0123735742 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044382666 | ||
| 003 | DE-604 | ||
| 005 | 20230419 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 170630s2009 |||| o||u| ||||||eng d | ||
| 020 | |a 9780080919973 |9 978-0-08-091997-3 | ||
| 020 | |a 0080919979 |9 0-08-091997-9 | ||
| 020 | |a 9780123735744 |c ebook |9 978-0-12-373574-4 | ||
| 020 | |a 0123735742 |9 0-12-373574-2 | ||
| 035 | |a (ZDB-33-ESD)ocn784151752 | ||
| 035 | |a (OCoLC)784151752 | ||
| 035 | |a (DE-599)BVBBV044382666 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 | ||
| 082 | 0 | |a 332.60151 |2 22 | |
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a QP 750 |0 (DE-625)141933: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Neftci, Salih N. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Principles of financial engineering |c Salih N. Neftci |
| 250 | |a Second ediotion | ||
| 264 | 1 | |a San Diego, Calif. |b Elsevier Academic Press |c ©2009 | |
| 300 | |a 1 online ressource (xiii, 679 pages) |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Academic Press advanced finance series | |
| 500 | |a Principles of Financial Engineering, Second 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 you 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. 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. | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 7 | |a Financial engineering |2 fast | |
| 650 | 4 | |a Financial engineering | |
| 650 | 0 | 7 | |a Finanzinstrument |0 (DE-588)4461672-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzinnovation |0 (DE-588)4124975-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzwirtschaft |0 (DE-588)4017214-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Börse |0 (DE-588)4007502-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Financial Engineering |0 (DE-588)4208404-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzwirtschaft |0 (DE-588)4017214-4 |D s |
| 689 | 0 | 1 | |a Financial Engineering |0 (DE-588)4208404-0 |D s |
| 689 | 0 | 2 | |a Finanzinnovation |0 (DE-588)4124975-6 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 689 | 1 | 0 | |a Börse |0 (DE-588)4007502-3 |D s |
| 689 | 1 | 1 | |a Finanzinstrument |0 (DE-588)4461672-7 |D s |
| 689 | 1 | 2 | |a Finanzinnovation |0 (DE-588)4124975-6 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Financial Engineering |0 (DE-588)4208404-0 |D s |
| 689 | 2 | 1 | |a Finanzinnovation |0 (DE-588)4124975-6 |D s |
| 689 | 2 | |5 DE-604 | |
| 856 | 4 | 0 | |u https://www.sciencedirect.com/book/9780123735744 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-33-ESD |a ZDB-33-EBS | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029784887 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://www.sciencedirect.com/book/9780123735744 |l FAW01 |p ZDB-33-ESD |q FAW_PDA_ESD |x Verlag |3 Volltext | |
| 966 | e | |u https://www.sciencedirect.com/book/9780123735744 |l FAW01 |p ZDB-33-ESD |q FAW_Textbooks_EBETSS |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804177647200108544 |
|---|---|
| any_adam_object | |
| author | Neftci, Salih N. |
| author_facet | Neftci, Salih N. |
| author_role | aut |
| author_sort | Neftci, Salih N. |
| author_variant | s n n sn snn |
| building | Verbundindex |
| bvnumber | BV044382666 |
| classification_rvk | QK 660 QP 750 SK 980 |
| collection | ZDB-33-ESD ZDB-33-EBS |
| ctrlnum | (ZDB-33-ESD)ocn784151752 (OCoLC)784151752 (DE-599)BVBBV044382666 |
| dewey-full | 332.60151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.60151 |
| dewey-search | 332.60151 |
| dewey-sort | 3332.60151 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | Second ediotion |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04268nmm a2200673zc 4500</leader><controlfield tag="001">BV044382666</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230419 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">170630s2009 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080919973</subfield><subfield code="9">978-0-08-091997-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080919979</subfield><subfield code="9">0-08-091997-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780123735744</subfield><subfield code="c">ebook</subfield><subfield code="9">978-0-12-373574-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0123735742</subfield><subfield code="9">0-12-373574-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-33-ESD)ocn784151752</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)784151752</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044382666</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.60151</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 750</subfield><subfield code="0">(DE-625)141933:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Neftci, Salih N.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Principles of financial engineering</subfield><subfield code="c">Salih N. Neftci</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Second ediotion</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">San Diego, Calif.</subfield><subfield code="b">Elsevier Academic Press</subfield><subfield code="c">©2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online ressource (xiii, 679 pages)</subfield><subfield code="b">Illustrationen, Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Academic Press advanced finance series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Principles of Financial Engineering, Second 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 you 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. 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.</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financial engineering</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial engineering</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzinstrument</subfield><subfield code="0">(DE-588)4461672-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzinnovation</subfield><subfield code="0">(DE-588)4124975-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzwirtschaft</subfield><subfield code="0">(DE-588)4017214-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Börse</subfield><subfield code="0">(DE-588)4007502-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzwirtschaft</subfield><subfield code="0">(DE-588)4017214-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Finanzinnovation</subfield><subfield code="0">(DE-588)4124975-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Börse</subfield><subfield code="0">(DE-588)4007502-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Finanzinstrument</subfield><subfield code="0">(DE-588)4461672-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Finanzinnovation</subfield><subfield code="0">(DE-588)4124975-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Finanzinnovation</subfield><subfield code="0">(DE-588)4124975-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.sciencedirect.com/book/9780123735744</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-33-ESD</subfield><subfield code="a">ZDB-33-EBS</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029784887</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.sciencedirect.com/book/9780123735744</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="q">FAW_PDA_ESD</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.sciencedirect.com/book/9780123735744</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="q">FAW_Textbooks_EBETSS</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044382666 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:51:24Z |
| institution | BVB |
| isbn | 9780080919973 0080919979 9780123735744 0123735742 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029784887 |
| oclc_num | 784151752 |
| open_access_boolean | |
| owner | DE-1046 |
| owner_facet | DE-1046 |
| physical | 1 online ressource (xiii, 679 pages) Illustrationen, Diagramme |
| psigel | ZDB-33-ESD ZDB-33-EBS ZDB-33-ESD FAW_PDA_ESD ZDB-33-ESD FAW_Textbooks_EBETSS |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Elsevier Academic Press |
| record_format | marc |
| series2 | Academic Press advanced finance series |
| spelling | Neftci, Salih N. Verfasser aut Principles of financial engineering Salih N. Neftci Second ediotion San Diego, Calif. Elsevier Academic Press ©2009 1 online ressource (xiii, 679 pages) Illustrationen, Diagramme txt rdacontent c rdamedia cr rdacarrier Academic Press advanced finance series Principles of Financial Engineering, Second 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 you 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. 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. Includes bibliographical references and index Financial engineering fast Financial engineering Finanzinstrument (DE-588)4461672-7 gnd rswk-swf Finanzinnovation (DE-588)4124975-6 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Börse (DE-588)4007502-3 gnd rswk-swf Financial Engineering (DE-588)4208404-0 gnd rswk-swf Finanzwirtschaft (DE-588)4017214-4 s Financial Engineering (DE-588)4208404-0 s Finanzinnovation (DE-588)4124975-6 s 1\p DE-604 Börse (DE-588)4007502-3 s Finanzinstrument (DE-588)4461672-7 s DE-604 https://www.sciencedirect.com/book/9780123735744 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Neftci, Salih N. Principles of financial engineering Financial engineering fast Financial engineering Finanzinstrument (DE-588)4461672-7 gnd Finanzinnovation (DE-588)4124975-6 gnd Finanzwirtschaft (DE-588)4017214-4 gnd Börse (DE-588)4007502-3 gnd Financial Engineering (DE-588)4208404-0 gnd |
| subject_GND | (DE-588)4461672-7 (DE-588)4124975-6 (DE-588)4017214-4 (DE-588)4007502-3 (DE-588)4208404-0 |
| title | Principles of financial engineering |
| title_auth | Principles of financial engineering |
| title_exact_search | Principles of financial engineering |
| title_full | Principles of financial engineering Salih N. Neftci |
| title_fullStr | Principles of financial engineering Salih N. Neftci |
| title_full_unstemmed | Principles of financial engineering Salih N. Neftci |
| title_short | Principles of financial engineering |
| title_sort | principles of financial engineering |
| topic | Financial engineering fast Financial engineering Finanzinstrument (DE-588)4461672-7 gnd Finanzinnovation (DE-588)4124975-6 gnd Finanzwirtschaft (DE-588)4017214-4 gnd Börse (DE-588)4007502-3 gnd Financial Engineering (DE-588)4208404-0 gnd |
| topic_facet | Financial engineering Finanzinstrument Finanzinnovation Finanzwirtschaft Börse Financial Engineering |
| url | https://www.sciencedirect.com/book/9780123735744 |
| work_keys_str_mv | AT neftcisalihn principlesoffinancialengineering |