Principles of Financial Engineering (Hardcover)

Introduction; A Review of Markets, Players, and Conventions; Cash Flow Engineering with Forward Contracts; Engineering Simple Interest Rate Derivatives; Introduction to Swap Engineering; Repo Market Strategies in Financial Engineering; Dynamic Replication Methods and Synthetics; Mechanics of Options; Engineering Convexity Positions; Options Engineering with Applications; Pricing Tools in Financial Engineering; Applications of Fundamental Theorem of Finance; A Framework for Fixed Income Engineering and LIBOR Market Model; Tools for Volatility Engineering: Volatility Swaps and Volatility Trading; Smile Effects in Financial Engineering; Engineering of Equity Instruments: Pricing and Replication