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More copies of this ISBN:Introduction To the Mathematics of Finan 2ND Editionby Salih N Neftci
Synopses & ReviewsPublisher Comments:Praise for the First Edition "An excellent treatment of the mathematics underlying the pricing of derivatives." --JOHN HULL, University of Toronto "This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions." --J. DARRELL DUFFIE, Stanford University "As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably." --JOURNAL OF ECONOMIC LITERATURE The intuitive, step-by-step approach of this book makes it one of the most accessible and popular explanations of the mathematical models used to price derivatives. For the Second Edition, Salih Neftci has thoroughly expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background, and the math is lucid and fresh. His explanations of financial calculus are remarkable for their simplicity and perception. About the Author - Salih Neftci completed his Ph.D. at the University of Minnesota and subsequently taught at George Washington University, Columbia University, and the Graduate Institute for International Economics, Geneva. He is currently teaching at CUNY Graduate School, New York, New York, and ISMA Centre, University of Reading, UK. Professor Neftci is also a consultant to the Citibank New Products Group in Stamford, Connecticut, and has been a consultant to the World Bank, the U.S. Department of State, and the Agency for International Development. His teaching is in the areas of numerical methods in asset pricing, the mathematics of financial derivatives, emerging market asset trading strategies, and advanced risk management. Book News Annotation:An introduction to the mathematics used in the pricing models of
derivative instruments, written for practitioners in financial
markets and for beginning graduate students. Assumes some background
in finance; a strong background in calculus or stochastic processes,
though helpful, is not needed. New to this edition are seven chapters
dealing with tools for fixed-income sector and interest rate
products, as well as stopping times and American-type securities.
Neftci is currently associated with CUNY and the U. of Reading, UK.
Annotation c. Book News, Inc., Portland, OR (booknews.com) Review:Praise for the First Edition: "An excellent treatment of the mathematics underlying the pricing of derivatives." - John Hull, University of Toronto, Canada "This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions." - J. Darrell Duffie, Stanford University "As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably." - Journal of Economic Literature Review:Praise for the First Edition: "An excellent treatment of the mathematics underlying the pricing of derivatives." - John Hull, University of Toronto, Canada "This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions." - J. Darrell Duffie, Stanford University "As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably." - Journal of Economic Literature Review:book succeeds admirably." - Journal of Economic Literature Synopsis:The intuitive, step-by-step approach of this book makes it one of the most accessible, popular explanations of the mathematical models used to price derivatives. Neftci does not assume readers have thorough mathematical backgrounds, and the math is lucid and fresh. His explanations of financial calculus are remarkable for their simplicity and perception.
Synopsis:tion. About the About the AuthorSalih Neftci is currently teaching at Hong Kong University of Technology, ICMA Centre, University of Reading, UK, and in the graduate schools at City University of New York and New School University, New York, NY. He writes regular financial columns for the Chinese Press. Dr. Neftci is also Risk Management Advisor to the IMF. He has been a consultant to the World Bank, the US Department of State and the Agency for International Development. His teaching is in the areas of numerical methods in asset pricing, the mathematics of financial derivatives, emerging market asset trading strategies, and advanced risk management. Salih Neftci completed his Ph.D. at the University of Minnesota and subsequently taught at George Washington University, Columbia University, and the Graduate Institute for International Economics, Geneva. Table of ContentsIncludes 6 new chapters!
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