Kosowski, Robert,

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.

9780123869685 (hardback)


Financial engineering

HG176.7