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Introduction to the Mathematics of Financial Derivatives
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Introduction to the Mathematics of Financial Derivatives
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by Salih N. Neftci
Sales Rank : 84442
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Hardcover: 527 pages
Publisher: Academic Press; 2nd edition April 2000
Language: English
ISBN-10: 0125153929
ISBN-13: 978-0125153928
Product Dimensions:
9.3 x 6.9 x 1.7 inches
Shipping Weight: 1.8 pounds
Product Review
Praise for the First Edition:
"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 -- Review
Product Review
Praise for the First Edition:
"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
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