Full Product Details
Author: Mitch Warachka (National University of Singapore) ,
Steven Hogan (Credit Suisse First Boston) ,
Salih N. Neftci (Late of the Global Finance Master’s Program, New School for Social Research, New York, NY, USA)
Publisher: Elsevier Science Publishing Co Inc
Imprint: Academic Press Inc
Edition: 2nd edition
Dimensions:
Width: 21.60cm
, Height: 0.50cm
, Length: 27.90cm
Weight: 0.230kg
ISBN: 9780125153935
ISBN 10: 0125153937
Pages: 90
Publication Date: 30 April 2001
Audience:
Professional and scholarly
,
Professional and scholarly
,
Professional & Vocational
,
Postgraduate, Research & Scholarly
Format: Paperback
Publisher's Status: Active
Availability: Out of print, replaced by POD
We will order this item for you from a manufatured on demand supplier.
Author Information
Professor Neftci completed his PhD at the University of Minnesota. Currently he teaches at the Graduate School, City University of New York, ICMA Centre, University of Reading, UK, and at the University Of Lausanne, Switzerland. He is also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. He is the head of the FAME Certificate program in Switzerland. Professor Neftci is known for his books and articles. His books, An Introduction to the Mathematics of Financial Derivatives and Principles of Financial Engineering, are standard texts in most university derivatives courses. The more recent book, Principles of Financial Engineering, was selected as the runner up for The Book of the Year award by Risk magazine during 2004. His current research deals with pricing of contingent credit lines, the relationship between yield curve curvature and volatility. He is also working on using the Credit Default Swap prices to predict financial crises. Overall, Professor Neftci's research and teaching is in the areas of financial engineering, risk management of extreme events and in emerging market asset trading strategies. His latest papers deal with risk measurement using extreme value theory and volatility dynamics. Professor Neftci is a consultant to various financial institutions and teaches high-level courses on cutting-edge issues to advanced financial market professionals. He was recently a consultant with the World Bank and with the IFC. He regularly holds highly visible workshops for market professionals on Financial Engineering, Mathematics for Financial Derivatives, and Calibration Methods. Currently he is a Risk Management Advisor to IMF. Professor Neftci is also a regular columnist for CBN daily, a financial daily in Shanghai, the most influential financial newspaper in China. His columns dealing with current financial market activity are regularly quoted on sina.com and on sohu.com.
