Chapter 8: Popular Quant Books 337
Principles of Financial Engineering by
Salih Neftci
‘‘This is the first comprehensive hands-on introduction to
financial engineering. Neftci is enjoyable to read, and finds a
natural balance between theory and practice.’’ Darrell Duffie
PublisherAcademic Press
Publication date 2004
FormatHardback
ISBN 0125153945
On a topic where there is already a substantial body of
literature, Salih Neftci succeeds in presenting a fresh, orig-
inal, informative, and up-to-date introduction to financial
engineering. The book offers clear links between intuition
and underlying mathematics and an outstanding mixture of
market insights and mathematical materials. Also included are
end-of-chapter exercises and case studies.
