Principles of financial engineering /
Robert L. Kosowski,Oxford-Man Institute of Quantitave Finance Oxford Univeristy;and Salih N. Neftci,Department of Finance Imperial College Business School Imperial college London,UK
- Third edition
- xviii, 874 pages : illustrations ; 25 cm.
- Academic Press advanced finance series .
- Academic Press advanced finance series .
Previous edition: 2009.
Includes bibliographical references (pages 851-855) and index.
An introduction to financial engineering, this title offers clear links between intuition and underlying mathematics and a mixture of market insights and mathematical materials. It forms the basis of practical risk management useful for learning about practical elements of financial engineering.