An Introduction to the Mathematics of Financial Derivatives

By - Neftci, Salih N.

Floor - Floor 1

ISBN 10 - 0125153929

ISBN 13 - 9780125153928

Book Status - 1 Qnty Available with us.

Subject - Derivative securities--Mathematics

Shelf No - 17

Call Number - 332.632 NEF 2000

Edition - 2nd ed.

Physical Description - xxvii, 527 pages : illustrations ; 24 cm

Notes - Includes Bibliographical References and Index.

Book Information

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.

Open Book