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Introduction to the Mathematics of Financial Derivatives
 
 
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Introduction to the Mathematics of Financial Derivatives (Hardcover)

by Salih N. Neftci (Author) "This book is an introduction to quantitative tools used in pricing financial derivatives..." (more)
Key Phrases: derivative asset price, arbitrage theorem, synthetic probabilities, Monte Carlo (more...)
3.9 out of 5 stars  (60 customer reviews)

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Editorial Reviews
John Hull, University of Toronto
"An excellent treatment of the mathematics underlying the pricing of derivatives." --This text refers to an out of print or unavailable edition of this title.

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

See all Editorial Reviews

Product Details
  • Hardcover: 527 pages
  • Publisher: Academic Press; 2nd edition (April 2000)
  • Language: English
  • ISBN-10: 0125153929
  • ISBN-13: 978-0125153928
  • Product Dimensions: 9.3 x 6.9 x 1.7 inches
  • Shipping Weight: 1.8 pounds (View shipping rates and policies)
  • Average Customer Review: