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Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance), by Robert Kosowski, Salih N. Neftci
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Three new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this third edition of Principles of Financial Engineering essential reading. Between defining swaps on its first page and presenting a case study on its last, Robert Kosowski and Salih Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing.
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The Third Edition presents three new chapters on financial engineering in commodity markets, 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, among other topics.
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Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act
- The solutions manual enhances the text by presenting additional cases and solutions to exercises
- Sales Rank: #376938 in Books
- Published on: 2014-12-15
- Original language: English
- Number of items: 1
- Dimensions: 9.25" h x 1.88" w x 7.52" l, .0 pounds
- Binding: Hardcover
- 896 pages
Review
"This text has quickly become a modern classic of financial engineering, as broad in coverage as it is deep in content, and the addition of Kosowski brings another dimension of academic rigor and practical relevance to Neftci's impressive pedagogical legacy." --Andrew W. Lo, MIT Sloan School of Management
"I’m delighted that this classical text has been updated by Professor Kosowski to reflect financial engineering post-crisis. This timely combination of timeless principles and recent revelations makes for an irresistible read." --Peter Carr, Morgan Stanley and New York University
From the Back Cover
Three new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this third edition of Principles of Financial Engineering essential reading. Between defining swaps on its first page and presenting a case study on its last, Robert Kosowski and Salih Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing.
About the Author
Robert Kosowski is Associate Professor in the Finance Group of Imperial College Business School, Imperial College London, and Director of the Risk Management Lab and Centre for Hedge Fund Research. Robert is an associate member of the Oxford-Man Institute of Quantitative Finance at Oxford University and a member of AIMA's research committee. His research interests include asset management, asset pricing, and financial econometrics with a focus on hedge and mutual funds, performance measurement, asset allocation, business cycles, and derivative trading strategies.
Robert's research has been featured in "The Financial Times" and "The Wall Street Journal" and was awarded the European Finance Association 2007 Best Paper Award, an INQUIRE UK 2008 best paper award, an INQUIRE Europe 2009/10 and 2012/13 best paper award, and the British Academy's mid-career fellowship (2011-2012). Robert's research has been published in top peer-reviewed finance journals such as "The Journal of Finance," "The Journal of Financial Economics" and the "Review of Financial Studies."
Prior to joining Imperial College London Robert was an Assistant Professor of Finance at INSEAD, where he taught in the MBA, Executive Education, and Ph.D. programs. Robert was a visiting scholar at the UCSD Economics Department (2000) and the International Monetary Fund (2008). At Imperial Robert teaches in the MSc Finance. He won teaching prizes at Imperial College Business School in 2009 and 2014.
Robert holds a BA (First Class Honours) and MA in Economics from Trinity College, Cambridge University, and a MSc in Economics and Ph.D. from the London School of Economics. He has consulted for private and public sector organizations and has worked for Goldman Sachs, the Boston Consulting Group, and Deutsche Bank. His policy related advisory work includes: Specialist Adviser to UK House of Lords (2009-2010) and Expert Technical Consultant (International Monetary Fund, USA, 2008).
Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.
Most helpful customer reviews
0 of 0 people found the following review helpful.
Excellent and Clear Book on Financial Products
By Moribund Alpaca
I am using this book for a graduate course in Financial Engineering/Modeling and am incredibly impressed on several accounts. The authors breakdown the financial math in an intuitive way that is accessible to all and clearly develop the related/necessary formulas. The presentation is lucid, logical, and bounded - giving a strong foundation in product design. The diagrams and examples are very helpful for students in understanding the cash flows and many interesting case studies are brought as well.
The approach used gives well-received explanations, applications, and motivations for products. The authors steer clear of the media bias and misunderstanding/derision of many products - and go out of their way to elucidate the benefits and risks involved.
I am very pleased with the development of options as instruments of volatility and the integration to overall product development.
I would also seriously warn anyone looking for an easy way out - this is a very thorough book and contains a wealth of information, you must practice in Excel and try programming the products (much more so than the number of exercises given at the end of each chapter).
This book is very "readable" for the non-academic and an absolutely necessary piece of risk management. If you would like to truly understand the rationale and build of synthetics - this is the book for you!
0 of 0 people found the following review helpful.
The Kindle Version is Useless. Don't Buy It.
By Peter NYC
I apologize in advance: This is for the kindle version.
It's not possible to leave a Kindle-specific review, but people like me, who want to buy the Kindle version, need to know just how awful the digital copy is. It's a shame, because the book itself if phenomenal (although from what I can see, edition 1 is better than edition 3).
The mathematics in the Kindle version is impossible to read without a magnifying glass. I've posted two screenshots from Samsung Note 2 phone, and two screenshots from a Google Nexus 10. And, no, you can't increase the math fontsize. It's fixed.
I'll let the screenshots speak for themselves. Now I'm going to see if I can get my money back.
0 of 0 people found the following review helpful.
Five Stars
By Samuel_reyes
This book is beautiful I study Financial Engineering at Massachusetts Institute of Technology
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