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Introduction To the Mathematics of Finan 2ND Edition

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Synopses & Reviews

Publisher 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)

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:

ding strategies, and advanced risk management.

About the Author

Professor Neftci completed his PhD at the University of Minnesota. Currently he teaches at the Graduate School, City University of New York, ICMA Centre, University of Reading, UK, and at the University Of Lausanne, Switzerland. He is also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. He is the head of the FAME Certificate program in Switzerland. Professor Neftci is known for his books and articles. His books, An Introduction to the Mathematics of Financial Derivatives and Principles of Financial Engineering, are standard texts in most university derivatives courses. The more recent book, Principles of Financial Engineering, was selected as the runner up for The Book of the Year award by Risk magazine during 2004. His current research deals with pricing of contingent credit lines, the relationship between yield curve curvature and volatility. He is also working on using the Credit Default Swap prices to predict financial crises. Overall, Professor Neftci’s research and teaching is in the areas of financial engineering, risk management of extreme events and in emerging market asset trading strategies. His latest papers deal with risk measurement using extreme value theory and volatility dynamics. Professor Neftci is a consultant to various financial institutions and teaches high-level courses on cutting-edge issues to advanced financial market professionals. He was recently a consultant with the World Bank and with the IFC. He regularly holds highly visible workshops for market professionals on Financial Engineering, Mathematics for Financial Derivatives, and Calibration Methods. Currently he is a Risk Management Advisor to IMF. Professor Neftci is also a regular columnist for CBN daily, a financial daily in Shanghai, the most influential financial newspaper in China. His columns dealing with current financial market activity are regularly quoted on sina.com and on sohu.com.

Global Finance Master’s Program, New School for Social Research, New York, NY, USA

Table of Contents

Includes 6 new chapters!

Product Details

ISBN:
9780125153928
Author:
Neftci, Salih N.
Publisher:
Academic Press
Author:
Neftci, Salih N.
Author:
</B><br>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 Econo
Author:
Neftci, Salih
Location:
San Diego
Subject:
General
Subject:
Mathematics
Subject:
Finance
Subject:
Applied
Subject:
Investments & Securities
Subject:
Accounting - General
Subject:
Derivative securities
Subject:
Investments & Securities - Futures
Subject:
Investments & Securities - General
Subject:
Microeconomics
Subject:
Derivative securities -- Mathematics.
Subject:
Mathematics-Applied
Edition Number:
2
Series:
Academic Press Advanced Finance
Series Volume:
v. 2
Publication Date:
20000631
Binding:
HARDCOVER
Language:
English
Illustrations:
Yes
Pages:
527
Dimensions:
9 x 6 in.

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Introduction To the Mathematics of Finan 2ND Edition New Hardcover
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$128.14 In Stock
Product details 527 pages Academic Press - English 9780125153928 Reviews:
"Synopsis" by , 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" by , ding strategies, and advanced risk management.
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