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Informationen zum Autor Professor Neftci completed his PhD at the University of Minnesota. Currently he teaches at the Graduate School! City University of New York! ICMA Centre! University of Reading! UK! and at the University Of Lausanne! Switzerland. He is also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. He is the head of the FAME Certificate program in Switzerland. Professor Neftci is known for his books and articles. His books! An Introduction to the Mathematics of Financial Derivatives and Principles of Financial Engineering! are standard texts in most university derivatives courses. The more recent book! Principles of Financial Engineering! was selected as the runner up for The Book of the Year award by Risk magazine during 2004. His current research deals with pricing of contingent credit lines! the relationship between yield curve curvature and volatility. He is also working on using the Credit Default Swap prices to predict financial crises. Overall! Professor Neftci's research and teaching is in the areas of financial engineering! risk management of extreme events and in emerging market asset trading strategies. His latest papers deal with risk measurement using extreme value theory and volatility dynamics. Professor Neftci is a consultant to various financial institutions and teaches high-level courses on cutting-edge issues to advanced financial market professionals. He was recently a consultant with the World Bank and with the IFC. He regularly holds highly visible workshops for market professionals on Financial Engineering! Mathematics for Financial Derivatives! and Calibration Methods. Currently he is a Risk Management Advisor to IMF. Professor Neftci is also a regular columnist for CBN daily! a financial daily in Shanghai! the most influential financial newspaper in China. His columns dealing with current financial market activity are regularly quoted on sina.com and on sohu.com. Michelle Yuan Menager-Xu graduated from the School of Business! University of Lausanne! Switzerland. She holds Master's degrees in both Actuarial Science and in Banking & Finance. Michelle is an associate of the Swiss Actuarial Society! and has worked at various consulting firms and in insurance and reinsurance companies in both Switzerland and China. Previously she worked at Swiss Reinsurance Company in Zurich! Switzerland! and was in charge of business in the China Region (Mainland! Hong Kong! Taiwan and Macao)! including risk management! reserve issues! and various insurance and bank-insurance product pricing. Currently she is writing her Doctoral Thesis at the Institute of Actuarial Science! Lausanne University. Her research focuses on applications of swaption pricing theory to surrender options found in insurance contracts. Her research areas are: risk management! FX market! Fixed income! financial engineering and tourism economics. Klappentext There are hundreds of books about doing business in China. But this book really is different. It is a comprehensive and careful description of each sector of China's financial markets! written by insiders--Chinese executives and officials in these sectors. Translated into English and carefully edited by Neftci and Xu! this book provides a look into the details of China's financial markets that outsiders could never access on their own. Inhaltsverzeichnis Ch 1: Introduction and Overview; Ch 2: The structure of the Chinese banking system; Ch 3: Chinese money markets; Ch 4: Chinese equity markets; Ch 5: Chinese futures markets; Ch 6: The FX market; Ch 7: The bond market; Ch 8: The insurance sector; Ch 9: The mortgage market and mortgage instruments; Ch 10: Chinese regulators; Ch 11: Conclusion ...
