Author | : Salih N. Neftci |
File Size | : 47,5 Mb |
Publisher | : Academic Press |
Language | : English |
Release Date | : 19 May 2000 |
ISBN | : 9780125153928 |
Pages | : 550 pages |
An Introduction to the Mathematics of Financial Derivatives by Salih N. Neftci Book PDF Summary
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.