An introduction to the mathematics of financial derivatives
An introduction to the mathematics of financial derivatives
About this book
"The step-by-step approach of this book makes it one of the most accessible and popular explanations of the mathematical models used to price derivatives. For the Second Edition, Salih Neftci has thoroughly expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background, and the math is lucid and fresh. His explanations of financial calculus are remarkable for their simplicity and perception."--BOOK JACKET.
Details
- Publisher
- Academic Press
- Pages
- 527
- ISBN-13
- 9780125153928
- OL Work ID
- OL523182W
Subjects
Derivative securitiesMathematicsFinance, mathematical modelsAppliedFinanceGeneralMicroeconomicsBusiness mathematicsEconometricsMathematics & statistics -> mathematics -> mathematics generalBusiness & economics -> finance -> finance - generalBusiness & economics -> economics -> forecasting/econometricsBusiness & economics -> business mathematics -> business mathematicsBusiness & economics -> economics -> general economicsBusiness & economics -> economics -> principles of microeconomicsBusiness & economics -> economics -> investing/stockmarketInstruments dérivés (Finances)Mathématiques