**Author**: Salih N. Neftci

**Publisher:**Academic Press

**ISBN:**0125153929

**Size**: 49.77 MB

**Format:**PDF, ePub, Docs

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A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.