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Home > Financial Information Sources > Mathematical Finance > Introduction to the Mathematics of Financial Derivatives

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Introduction to the Mathematics of Financial Derivatives

Salih Neftci
2nd Edition
Academic Press Advanced Finance Series
San Diego, California: Academic Press, 2000
527pp, ISBN: 978-0-12-515392-8

This is an accessible, self-contained primer on the fundamentals of mathematical finance, especially the mathematics utilized in the pricing models of derivative instruments. It is aimed at derivatives traders, risk managers, and other users and developers of derivatives models, and helps reduce the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions.

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An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)

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Product Description

This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of 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. Professor Neftci's book answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in these financial products. The Second Edition is designed to make the book 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.

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