Author: Salih N. Neftci
Publisher: Academic Press
ISBN: 0125153929
Size: 49.77 MB
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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.
Language: en
Pages: 527
Pages: 527
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
Language: en
Pages: 454
Pages: 454
An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This
Language: en
Pages: 317
Pages: 317
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Language: en
Pages: 150
Pages: 150
The modern subject of mathematical finance has undergone considerable development, both in theory and practice, since the seminal work of Black and Scholes appeared a third of a century ago. This book is intended as an introduction to some elements of the theory that will enable students and researchers to
Language: en
Pages: 530
Pages: 530
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis
Language: en
Pages: 464
Pages: 464
An Introduction to the Mathematics of Finance: A Deterministic Approach, 2e, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It
Language: en
Pages: 175
Pages: 175
The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Language: en
Pages: 150
Pages: 150
Books about Solutions Manual for an Introduction to the Mathematics of Financial Derivatives
Language: en
Pages: 253
Pages: 253
Language: en
Pages: 233
Pages: 233
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.