All listings for this product
About this product
- DescriptionThree 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.
- Author BiographyRobert 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.
- Author(s)Robert Kosowski,Salih N. Neftci
- PublisherElsevier Science Publishing Co Inc
- Date of Publication27/11/2014
- SubjectFinance & Accounting
- Series TitleAcademic Press Advanced Finance
- Place of PublicationSan Diego
- Country of PublicationUnited States
- ImprintAcademic Press Inc
- Content Notecolour illustrations
- Weight1520 g
- Width190 mm
- Height235 mm
- Spine51 mm
- Edition Statement3rd Revised edition
Best-selling in Non-Fiction Books
Save on Non-Fiction Books
- AU $60.69Trending at AU $73.28
- AU $82.00Trending at AU $99.54
- AU $20.38Trending at AU $26.08
- AU $50.16Trending at AU $55.78
- AU $33.32Trending at AU $36.33
- AU $36.16Trending at AU $49.55
- AU $18.16Trending at AU $21.18
This item doesn't belong on this page.
Thanks, we'll look into this.