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An introduction to the mathematics of financial derivatives / Salih N. Neftci.
LIBRA HG6024.A3 N44 1996
Available from offsite location
- Format:
- Book
- Author/Creator:
- Neftci, Salih N.
- Language:
- English
- Subjects (All):
- Derivative securities--Mathematics.
- Derivative securities.
- Physical Description:
- xxi, 352 pages : illustrations ; 24 cm
- Other Title:
- Mathematics of financial derivatives
- Place of Publication:
- San Diego : Academic Press, [1996]
- Summary:
- Using an intuitive, systematic approach to the material, Salih Neftci 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 have matured, and pricing models have become more accurate. An Introduction to the Mathematics of Financial Derivatives fills the needs of professionals, Ph.D. students, and advanced MBA students who are specifically interested in these financial products.
- Notes:
- Includes bibliographical references (pages 341-343) and index.
- ISBN:
- 0125153902
- OCLC:
- 34472307
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