An Introduction to the Mathematics of Financial Derivatives
- ISBN-10
- 0125153929
- ISBN-13
- 9780125153928
- Category
- Business & Economics
- Pages
- 527
- Language
- English
- Published
- 2000-06-02
- Publisher
- Academic Press
- Author
- Salih N. Neftci
Description
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.
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