Articles liés à An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives - Couverture rigide

Livre 1 sur 23: Academic Press Advanced Finance

Neftci, Salih N.

 
9780125153928: An Introduction to the Mathematics of Financial Derivatives
Couverture rigide
ISBN 10 : 0125153929 ISBN 13 : 9780125153928
Editeur : Academic Press Inc, 2000

Synopsis

An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives. The increased interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. This updated edition has six new chapters and chapter-concluding exercises, plus one thoroughly expanded chapter. The text answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in financial derivatives. This edition is also designed to become the main text in first year masters and Ph.D. programs for certain courses, and will continue to be an important manual for market professionals and professionals with mathematical, technical, or physics backgrounds.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.

Salih Neftci was already suffering from gliosarcoma, a malignant brain cancer, while writing the second edition. It published just 5 months before his death on April 15, 2009.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
2000
Langue
anglais
ISBN 10 
0125153929
ISBN 13 
9780125153928
Reliure
Relié
Numéro d'édition
2
Nombre de pages
560
Coordonnées du fabricant
non disponible
Personne responsable
Yeepin GmbH
492000000000
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