An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance) by Salih N. Neftci

An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)



Download An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)




An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance) Salih N. Neftci
Language: English
Page: 277
Format: pdf
ISBN: 0125153929, 9780125153928
Publisher: Academic Press

Review

PRAISE FOR THE FIRST EDITION:"An excellent treatment of the mathematics underlying the pricing of derivatives."—JOHN HULL, University of Toronto"This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions."—J. DARRELL DUFFIE, Stanford UniversityPRAISE FOR THE SECOND EDITION:"As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably."—JOURNAL OF ECONOMIC LITERATURE"This book is a self-contained first step into mathematical finance, and it covers the fundamentals of the topic beautifully. The conclusions and references at the end of each chapter are very useful. The former provides a broad picture of each chapter's content. The latter offer invaluable links for those who would like a more detailed discussion..."—SIAM Review (Society for Industrial and Applied Mathematics)

Book Description

Includes 6 new chapters!

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