文档介绍：Principles of Financial Engineering
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PRINCIPLES OF
FINANCIAL
ENGINEERING
Second Edition
Salih N. Neftci
Global Finance Program
New School for Social Research
New York, New York
and
Department of Finance
Hong Kong University of Science and Technology
Hong Kong
and
ICMA Centre
University of Reading
Reading, UK
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ISBN: 978-0-12-373574-4
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Printed in Canada
0809**********
Dedicated to the following finance professionals of the future:
Emre Neftci,
Merve Neftci,
Kaya Neftci, and
Kaan Neftci.
And, of course, to the wonderful memories of my son, Oguz Neftci.
Contents
Preface xv
CHAPTER 1 Introduction 1
1. A Unique Instrument 1
2.