ENGLISH

An introduction to the mathematics of financial derivatives

By Salih N. Neftci

Book information

Publisher
Academic Press
Year
2000
ISBN
9780125153928, 0125153929
LCC
HG6024.A3 N44 2000
Open Library ID
OL55675M
Language
english
Format
DJVU
Filesize
3 MB (3516844 bytes)
Series
Academic Press Advanced Finance
Edition
2nd ed
Pages
552\552
Library
Kolxo3
DPI
200
Scanned
yes
Time added
2009-12-04 00:34:26

Description

This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. Professor Neftci's book answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in these financial products. The Second Edition is designed to make the book the main text in first year masters and Ph.D. programs for certain courses, and will continue to be an important manual for market professionals.

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