An Introduction to the Mathematics of Financial Derivatives
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An Introduction to the Mathematics of Financial Derivatives by Salih N Neftci
Using a systematic approach to the material, this text introduces the mathematics underlying the pricing of derivatives. The interest in dynamic pricing models is increasing due to their applicability to practical situations. With the freeing of exchange, interest rates, and capital controls, the markets for derivative products has matured, and pricing models have become more accurate. The resource should be of interest to professionals, Ph.D. students and advanced MBA students who are specifically interested in these financial products.
Neftci, Salih N.: - Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China. Salih Neftci was already suffering from gliosarcoma, a malignant brain cancer, while writing the second edition. It published just 5 months before his death on April 15, 2009.
| SKU | Unavailable |
| ISBN 13 | 9780125153904 |
| ISBN 10 | 0125153902 |
| Title | An Introduction to the Mathematics of Financial Derivatives |
| Author | Salih N Neftci |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Elsevier Science Publishing Co Inc |
| Year published | 1996-01-01 |
| Number of pages | 348 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |