An introduction to the mathematics of financial derivatives
By: Salih N. Neftci.
Edition: 2nd ed.
Publisher: Academic Press
Published: 2000
Place of publication: San Diego
Language: eng
Number of pages: 527
Subjects: Derivative securities -- Mathematics.
Description: "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.
Notes: Includes bibliographical references (p. 509-511) and index.