An Introduction to the Mathematics of Financial Derivatives
The increased 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. This updated edition has six new chapters and chapter-concluding exercises, plus one thoroughly expanded chapter. The text answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in financial derivatives.
This edition is also designed to become 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 and professionals with mathematical, technical, or physics backgrounds.
- Hardback | 527 pages
- 152 x 228 x 32mm | 861.82g
- 22 Jun 2000
- Elsevier Science Publishing Co Inc
- Academic Press Inc
- San Diego, United States
- 2nd edition
Other books in this series
09 Oct 2014
20 Apr 2009
12 Jan 2015
15 Jul 2008
29 Jan 2009
20 Jan 2005
03 Apr 2007
01 Jul 2004
"An excellent treatment of the mathematics underlying the pricing of derivatives."
- John Hull, University of Toronto, Canada
"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 University
"As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably."
- Journal of Economic Literature
Table of contents
About Salih N. Neftci