包邮金融工程原理-(英文版.第2版)

本书特色

《金融工程原理(英文版·原书第2版)》是21世纪经典原版经济管理教材文库之一。

内容简介

本书是被誉为与约翰 c. 赫尔的《期权、期货及其他衍生产品》一样具有很强操作性的金融工程入门畅销教材。作者内夫茨将金融市场运作实际、金融工程理论和实践的*新发展密切结合，全面地介绍了金融工程原理和实践应用，并用许多图表、合同方程等直观方法，将复杂的数学理论简化，精心地描述了静态和动态环境下综合创造各种资产的方法，特别是对常见衍生品及有关金融工具的合成方法和技术进行了详尽的分析。全书在各章后均有练习和案例研究，可进一步加强读者的理解和实际运用能力。
　　该书可作为大学本科生、研究生金融工程的入门教材，也适合金融市场从业人员及相关专业的人士参考。

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插图：This chapter takes a step back and reviews in a nutshell the prerequisite for studying the methodsof financial engineering. Readers with a good grasp of the conventions and mechanics of financialmarkets may skip it, although a quick reading would be preferable.Financial engineering is a practice and can be used only when we define the related envi-ronment carefully. The organization of markets, and the way deals are concluded, confirmed,and carried out, are important factors in selecting the fight solution for a particular financialengineering problem. This chapter examines the organization of financial markets and the waymarket practitioners interact. Issues related to settlement, to accounting methods, and especiallyto conventions used by market practitioners are important and need to be discussed carefully.In fact, it is often overlooked that financial practices will depend on the conventions adoptedby a particular market. This aspect, which is relegated to the background in most books, will bean important parameter of our approach. Conventions are not only important in their own rightfor proper pricing, but they also often reside behind the correct choice of theoretical modelsfor analyzing pricing and risk management problems. The way information is provided bymarkets is a factor in determining the model choice. While doing this, the chapter introducesthe mechanics of the markets, instruments, and who the players are. A brief discussion of thesyndication process is also provided.The first distinction is between local and Euromarkets. Local markets are also called onshoremarkets. These denote markets that are closely supervised by regulators such as central banksand financial regulatory agencies. There are basically two defining characteristics of onshoremarkets. The first is reserve requirements that are imposed on onshore deposits. The second isthe formal registration process