An introduction to the mathematics of financial derivatives
By: Salih N. Neftci.
Publisher: Academic Press
Published: 1996
Place of publication: San Diego
Language: eng
Number of pages: 352
Subjects: Derivative securities -- Mathematics.
Other titles: Mathematics of financial derivatives
Description: 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 (p. 341-343) and index.