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9780125153928

Introduction to the Mathematics of Financial Derivatives

Introduction to the Mathematics of Financial Derivatives
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  • ISBN-13: 9780125153928
  • ISBN: 0125153929
  • Edition: 2
  • Publication Date: 2000
  • Publisher: Academic Pr

AUTHOR

Neftci, Salih N.

SUMMARY

Praise for the First Edition "An excellent treatment of the mathematics underlying the pricing of derivatives." --JOHN HULL, University of Toronto "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 The intuitive, 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. About the Author: Salih Neftci completed his Ph.D. at the University of Minnesota and subsequently taught at George Washington University, Columbia University, and the Graduate Institute for International Economics, Geneva. He is currently teaching at CUNY Graduate School, New York, New York, and ISMA Centre, University of Reading, UK. Professor Neftci is also a consultant to the Citibank New Products Group in Stamford, Connecticut, and has been a consultant to the World Bank, the U.S. Department of State, and the Agency for International Development. His teaching is in the areas of numerical methods in asset pricing, the mathematics of financial derivatives, emerging market asset trading strategies, and advanced risk management.Neftci, Salih N. is the author of 'Introduction to the Mathematics of Financial Derivatives', published 2000 under ISBN 9780125153928 and ISBN 0125153929.

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