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An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)

An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)

by SalihN.Neftci (Author)

  • Used

    Hardcover 2000

    $34.57

  • Used

    Hardcover 1996

    $5.08
Synopsis

This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of 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. Professor Neftci's book answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in these financial products. The Second Edition is designed to make the book 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.

$34.57

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1 in stock

More Information

Format: Hardcover
 Pages: 527
 Edition: 2
 Publisher: Academic Press
Published: 22 Jun 2000
ISBN 10: 0125153929
ISBN 13: 9780125153928

Media Reviews
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
Author Bio
Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.