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Cases in Financial Engineering: Applied Studies of Financial Innovation
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Top Customer Reviews
This work, however, is showing its age, but that is its largest flaw.
This work, coupled with Joshi, Neftci, or Cutherbertson and Nitzche's "Quantitative Financial Economics" (good for time series analysis emphasis) should be the standard and preferred texts for structured products/financial engineering course(s).
There is no need to be suspicious of the common function in academic publishing that the "big name" (Merton) maps to "poor quality." For this is an essential book.
Again, age is the flaw, for the "cases" selected here will be on the simplistic tail of the median structured product distribution offered today. However, such fundamental cases are excellent exercises to prepare for constructiong more complex, multi-dimensional products.
In addition, the book is both accessible to "poets" (i.e. non-technical quants) and stimulating (it won't bore you to tears) for those gifted in math and physics and have intuitive understandings of programming and modeling.
This is easily one of the top five books in quant fin (not that this is a very strong field of 'excellent' works, but you take what you can get).
from the authors' cv or resume, it is refered there is one manual book named "Teachers Manual Cases in Financial Engineering". but i dont find the way to get it. could anybody help me?