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

Neftci, Salih N.

Hardcover

ISBN 10: 0125153929 ISBN 13: 9780125153928

Publisher: Academic Press, 2000

Synopsis

An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives.

The increased 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. This updated edition has six new chapters and chapter-concluding exercises, plus one thoroughly expanded chapter. The text answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in financial derivatives.

This edition is also designed to become 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 and professionals with mathematical, technical, or physics backgrounds.

About this title

Review:

Includes 6 new chapters!

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.

About this edition

• Publisher: Academic Press
• Publication date: 2000
• ISBN 10: 0125153929
• ISBN 13: 9780125153928
• Binding: Hardcover
• Edition number: 2
• Number of pages: 527