An Introduction to the Mathematics of Financial Derivatives

Produk Detail:
  • Author : Salih N. Neftci
  • Publisher : Academic Press
  • Pages : 527 pages
  • ISBN : 0125153929
  • Rating : 4/5 from 9 reviews
CLICK HERE TO GET THIS BOOK >>>An Introduction to the Mathematics of Financial Derivatives

Download or Read online An Introduction to the Mathematics of Financial Derivatives full in PDF, ePub and kindle. this book written by Salih N. Neftci and published by Academic Press which was released on 02 June 2000 with total page 527 pages. We cannot guarantee that An Introduction to the Mathematics of Financial Derivatives book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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.

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives
  • Author : Salih N. Neftci,Ali Hirsa,Salih N.. Neftci
  • Publisher : Academic Press
  • Release : 02 June 2000
GET THIS BOOK An Introduction to the Mathematics of Financial Derivatives

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.

Financial Calculus

Financial Calculus
  • Author : Martin Baxter,Andrew Rennie,Andrew J. O. Rennie
  • Publisher : Cambridge University Press
  • Release : 19 September 1996
GET THIS BOOK Financial Calculus

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives
  • Author : Yue-Kuen Kwok
  • Publisher : Springer Science & Business Media
  • Release : 10 July 2008
GET THIS BOOK Mathematical Models of Financial Derivatives

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 on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives
  • Author : Ali Hirsa,Salih N. Neftci
  • Publisher : Academic Press
  • Release : 18 December 2013
GET THIS BOOK An Introduction to the Mathematics of Financial Derivatives

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 classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because

Risk Management and Financial Derivatives

Risk Management and Financial Derivatives
  • Author : Satyajit Das
  • Publisher : McGraw-Hill
  • Release : 18 October 1998
GET THIS BOOK Risk Management and Financial Derivatives

"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America,

The Mathematics of Financial Derivatives

The Mathematics of Financial Derivatives
  • Author : Paul Wilmott,Sam Howison,Jeff Dewynne
  • Publisher : Cambridge University Press
  • Release : 29 September 1995
GET THIS BOOK The Mathematics of Financial Derivatives

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products

An Introduction to Mathematical Finance with Applications

An Introduction to Mathematical Finance with Applications
  • Author : Arlie O. Petters,Xiaoying Dong
  • Publisher : Springer
  • Release : 17 June 2016
GET THIS BOOK An Introduction to Mathematical Finance with Applications

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student’s conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based,

Mathematics for Finance

Mathematics for Finance
  • Author : Marek Capinski,Tomasz Zastawniak
  • Publisher : Springer
  • Release : 18 April 2006
GET THIS BOOK Mathematics for Finance

This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this