An introduction to the mathematics of financial derivatives /:
"The 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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
San Diego :
Academic Press,
2000.
|
| Ausgabe: | 2nd ed. |
| Schriftenreihe: | Academic Press Advanced Finance.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "The 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."--Jacket |
| Beschreibung: | 1 online resource (xxvii, 527 pages) : illustrations. |
| Bibliographie: | Includes bibliographical references (pages 509-511) and index. |
| ISBN: | 9780080478647 0080478646 0125153929 9780125153928 0125153937 9780125153935 1282284746 9781282284746 9786612284748 6612284749 |
Internformat
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocn646827593 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 000628s2000 caua ob 001 0 eng d | ||
| 040 | |a E7B |b eng |e pn |c E7B |d OCLCQ |d CGU |d WAU |d N$T |d OCLCQ |d NLGGC |d TEFOD |d OCLCF |d YDXCP |d TEFOD |d OCLCQ |d YDX |d AGLDB |d LIP |d OCLCO |d JBG |d OCLCO |d VNS |d OCLCQ |d VTS |d INT |d AU@ |d OCLCO |d OCLCQ |d STF |d M8D |d OCLCA |d VLY |d OCLCO |d OCLCQ |d INARC |d OCLCO |d OCLCQ |d OCLCL | ||
| 016 | 7 | |a 0125153929 |2 Uk | |
| 019 | |a 759841704 |a 958393314 |a 990679766 |a 1005567693 |a 1057984957 |a 1162580847 |a 1241931905 |a 1300607525 |a 1393057268 | ||
| 020 | |a 9780080478647 |q (electronic bk.) | ||
| 020 | |a 0080478646 |q (electronic bk.) | ||
| 020 | |a 0125153929 | ||
| 020 | |a 9780125153928 | ||
| 020 | |a 0125153937 | ||
| 020 | |a 9780125153935 | ||
| 020 | |a 1282284746 | ||
| 020 | |a 9781282284746 | ||
| 020 | |a 9786612284748 | ||
| 020 | |a 6612284749 | ||
| 020 | |z 9780125153928 |q (print) | ||
| 020 | |z 0125153929 |q (print) | ||
| 024 | 3 | |a 9780125153928 | |
| 035 | |a (OCoLC)646827593 |z (OCoLC)759841704 |z (OCoLC)958393314 |z (OCoLC)990679766 |z (OCoLC)1005567693 |z (OCoLC)1057984957 |z (OCoLC)1162580847 |z (OCoLC)1241931905 |z (OCoLC)1300607525 |z (OCoLC)1393057268 | ||
| 037 | |a 08438EE8-2972-4D02-822B-4FF9FD6CCAA6 |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 050 | 4 | |a HG6024.A3 |b N44 2000eb | |
| 072 | 7 | |a BUS |x 036000 |2 bisacsh | |
| 082 | 7 | |a 332.63/2 |2 21 | |
| 084 | |a 85.33 |2 bcl | ||
| 084 | |a P 018 |2 blsrissc | ||
| 084 | |a QK 620 |2 rvk | ||
| 084 | |a QK 660 |2 rvk | ||
| 084 | |a QK 600 |2 rvk | ||
| 084 | |a QP 890 |2 rvk | ||
| 084 | |a SK 980 |2 rvk | ||
| 084 | |a WIR 175f |2 stub | ||
| 084 | |a WIR 651f |2 stub | ||
| 084 | |a WIR 170f |2 stub | ||
| 049 | |a MAIN | ||
| 100 | 1 | |a Neftci, Salih N. |0 http://id.loc.gov/authorities/names/n80147404 | |
| 245 | 1 | 3 | |a An introduction to the mathematics of financial derivatives / |c Salih N. Neftci. |
| 250 | |a 2nd ed. | ||
| 260 | |a San Diego : |b Academic Press, |c 2000. | ||
| 300 | |a 1 online resource (xxvii, 527 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Academic Press Advanced Finance | |
| 504 | |a Includes bibliographical references (pages 509-511) and index. | ||
| 505 | 0 | |a Financial derivatives : a brief introduction -- A primer on the arbitrage theorem -- Calculus in deterministic and stochastic environments -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and martingale representations -- Differentiation in stochastic environments -- The Wiener process and rare events in financial markets -- Integration in stochastic environments : the Ito integral -- Ito's lemma -- The dynamics of derivative prices : stochastic differential equations -- Pricing derivative products : partial differential equations -- The Black-Scholes PDE : an application -- Pricing derivative products : equivalent martingale measures -- Equivalent martingale measures : applications -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting : normalization and random interest rates -- Modeling term structure and related concepts -- Classical and HJM approaches to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Stopping times and American-type securities. | |
| 588 | 0 | |a Print version record. | |
| 520 | 1 | |a "The 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."--Jacket | |
| 546 | |a English. | ||
| 650 | 0 | |a Derivative securities |x Mathematics. | |
| 650 | 0 | |a Securities |x Mathematics. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Derivative securities |x Mathematics |2 fast | |
| 650 | 7 | |a Derivat |g Wertpapier |2 gnd |0 http://d-nb.info/gnd/4381572-8 | |
| 650 | 7 | |a Finanzmathematik |2 gnd | |
| 650 | 1 | 7 | |a Termijnhandel. |2 gtt |
| 650 | 1 | 7 | |a Effectenhandel. |2 gtt |
| 650 | 1 | 7 | |a Wiskundige modellen. |2 gtt |
| 650 | 1 | 7 | |a Wiskundige economie. |2 gtt |
| 650 | 1 | 7 | |a Portfolio-theorie. |2 gtt |
| 650 | 7 | |a Instruments dérivés (finances) |2 ram | |
| 650 | 7 | |a Instruments financiers |x Mathématiques. |2 ram | |
| 650 | 7 | |a Mathématique financière. |2 rasuqam | |
| 650 | 7 | |a Taux d'intérêt. |2 rasuqam | |
| 650 | 7 | |a Marché financier. |2 rasuqam | |
| 650 | 7 | |a Théorie des probabilités. |2 rasuqam | |
| 650 | 1 | 7 | |a Instrument dérivé (Finances) |2 rasuqam |
| 758 | |i has work: |a An introduction to the mathematics of financial derivatives (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGRYKxk9HjxRcgj3rK9Fcd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Neftci, Salih N. |t Introduction to the mathematics of financial derivatives. |b 2nd ed. |d San Diego : Academic Press, ©2000 |z 0125153929 |w (DLC) 99069121 |w (OCoLC)44413717 |
| 830 | 0 | |a Academic Press Advanced Finance. | |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196180 |3 Volltext |
| 938 | |a EBSCOhost |b EBSC |n 196180 | ||
| 938 | |a Internet Archive |b INAR |n introductiontoma0000neft | ||
| 938 | |a YBP Library Services |b YANK |n 3101649 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn646827593 |
|---|---|
| _version_ | 1816881726659493888 |
| adam_text | |
| any_adam_object | |
| author | Neftci, Salih N. |
| author_GND | http://id.loc.gov/authorities/names/n80147404 |
| author_facet | Neftci, Salih N. |
| author_role | |
| author_sort | Neftci, Salih N. |
| author_variant | s n n sn snn |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 N44 2000eb |
| callnumber-search | HG6024.A3 N44 2000eb |
| callnumber-sort | HG 46024 A3 N44 42000EB |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 620 QK 660 QK 600 QP 890 SK 980 |
| classification_tum | WIR 175f WIR 651f WIR 170f |
| collection | ZDB-4-EBA |
| contents | Financial derivatives : a brief introduction -- A primer on the arbitrage theorem -- Calculus in deterministic and stochastic environments -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and martingale representations -- Differentiation in stochastic environments -- The Wiener process and rare events in financial markets -- Integration in stochastic environments : the Ito integral -- Ito's lemma -- The dynamics of derivative prices : stochastic differential equations -- Pricing derivative products : partial differential equations -- The Black-Scholes PDE : an application -- Pricing derivative products : equivalent martingale measures -- Equivalent martingale measures : applications -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting : normalization and random interest rates -- Modeling term structure and related concepts -- Classical and HJM approaches to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Stopping times and American-type securities. |
| ctrlnum | (OCoLC)646827593 |
| dewey-full | 332.63/2 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2 |
| dewey-search | 332.63/2 |
| dewey-sort | 3332.63 12 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2nd ed. |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05752cam a2200973 a 4500</leader><controlfield tag="001">ZDB-4-EBA-ocn646827593</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr cn|||||||||</controlfield><controlfield tag="008">000628s2000 caua ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">E7B</subfield><subfield code="b">eng</subfield><subfield code="e">pn</subfield><subfield code="c">E7B</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">CGU</subfield><subfield code="d">WAU</subfield><subfield code="d">N$T</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">NLGGC</subfield><subfield code="d">TEFOD</subfield><subfield code="d">OCLCF</subfield><subfield code="d">YDXCP</subfield><subfield code="d">TEFOD</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">YDX</subfield><subfield code="d">AGLDB</subfield><subfield code="d">LIP</subfield><subfield code="d">OCLCO</subfield><subfield code="d">JBG</subfield><subfield code="d">OCLCO</subfield><subfield code="d">VNS</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">VTS</subfield><subfield code="d">INT</subfield><subfield code="d">AU@</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">STF</subfield><subfield code="d">M8D</subfield><subfield code="d">OCLCA</subfield><subfield code="d">VLY</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">INARC</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCL</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">0125153929</subfield><subfield code="2">Uk</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">759841704</subfield><subfield code="a">958393314</subfield><subfield code="a">990679766</subfield><subfield code="a">1005567693</subfield><subfield code="a">1057984957</subfield><subfield code="a">1162580847</subfield><subfield code="a">1241931905</subfield><subfield code="a">1300607525</subfield><subfield code="a">1393057268</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080478647</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080478646</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0125153929</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780125153928</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0125153937</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780125153935</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1282284746</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781282284746</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9786612284748</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">6612284749</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780125153928</subfield><subfield code="q">(print)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">0125153929</subfield><subfield code="q">(print)</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9780125153928</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)646827593</subfield><subfield code="z">(OCoLC)759841704</subfield><subfield code="z">(OCoLC)958393314</subfield><subfield code="z">(OCoLC)990679766</subfield><subfield code="z">(OCoLC)1005567693</subfield><subfield code="z">(OCoLC)1057984957</subfield><subfield code="z">(OCoLC)1162580847</subfield><subfield code="z">(OCoLC)1241931905</subfield><subfield code="z">(OCoLC)1300607525</subfield><subfield code="z">(OCoLC)1393057268</subfield></datafield><datafield tag="037" ind1=" " ind2=" "><subfield code="a">08438EE8-2972-4D02-822B-4FF9FD6CCAA6</subfield><subfield code="b">OverDrive, Inc.</subfield><subfield code="n">http://www.overdrive.com</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG6024.A3</subfield><subfield code="b">N44 2000eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">036000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">332.63/2</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">85.33</subfield><subfield code="2">bcl</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">P 018</subfield><subfield code="2">blsrissc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 175f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 651f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 170f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Neftci, Salih N.</subfield><subfield code="0">http://id.loc.gov/authorities/names/n80147404</subfield></datafield><datafield tag="245" ind1="1" ind2="3"><subfield code="a">An introduction to the mathematics of financial derivatives /</subfield><subfield code="c">Salih N. Neftci.</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd ed.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">San Diego :</subfield><subfield code="b">Academic Press,</subfield><subfield code="c">2000.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxvii, 527 pages) :</subfield><subfield code="b">illustrations.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Academic Press Advanced Finance</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 509-511) and index.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">Financial derivatives : a brief introduction -- A primer on the arbitrage theorem -- Calculus in deterministic and stochastic environments -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and martingale representations -- Differentiation in stochastic environments -- The Wiener process and rare events in financial markets -- Integration in stochastic environments : the Ito integral -- Ito's lemma -- The dynamics of derivative prices : stochastic differential equations -- Pricing derivative products : partial differential equations -- The Black-Scholes PDE : an application -- Pricing derivative products : equivalent martingale measures -- Equivalent martingale measures : applications -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting : normalization and random interest rates -- Modeling term structure and related concepts -- Classical and HJM approaches to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Stopping times and American-type securities.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="520" ind1="1" ind2=" "><subfield code="a">"The 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."--Jacket</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">English.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematics.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Securities</subfield><subfield code="x">Mathematics.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Instruments dérivés (Finances)</subfield><subfield code="x">Mathématiques.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Investments & Securities</subfield><subfield code="x">General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematics</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="2">gnd</subfield><subfield code="0">http://d-nb.info/gnd/4381572-8</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="2">gnd</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Termijnhandel.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Effectenhandel.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Wiskundige modellen.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Wiskundige economie.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Portfolio-theorie.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Instruments dérivés (finances)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Instruments financiers</subfield><subfield code="x">Mathématiques.</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mathématique financière.</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Taux d'intérêt.</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Marché financier.</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Théorie des probabilités.</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Instrument dérivé (Finances)</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">An introduction to the mathematics of financial derivatives (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCGRYKxk9HjxRcgj3rK9Fcd</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Neftci, Salih N.</subfield><subfield code="t">Introduction to the mathematics of financial derivatives.</subfield><subfield code="b">2nd ed.</subfield><subfield code="d">San Diego : Academic Press, ©2000</subfield><subfield code="z">0125153929</subfield><subfield code="w">(DLC) 99069121</subfield><subfield code="w">(OCoLC)44413717</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Academic Press Advanced Finance.</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196180</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">196180</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">Internet Archive</subfield><subfield code="b">INAR</subfield><subfield code="n">introductiontoma0000neft</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">3101649</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocn646827593 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:17:18Z |
| institution | BVB |
| isbn | 9780080478647 0080478646 0125153929 9780125153928 0125153937 9780125153935 1282284746 9781282284746 9786612284748 6612284749 |
| language | English |
| oclc_num | 646827593 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xxvii, 527 pages) : illustrations. |
| psigel | ZDB-4-EBA |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Academic Press, |
| record_format | marc |
| series | Academic Press Advanced Finance. |
| series2 | Academic Press Advanced Finance |
| spelling | Neftci, Salih N. http://id.loc.gov/authorities/names/n80147404 An introduction to the mathematics of financial derivatives / Salih N. Neftci. 2nd ed. San Diego : Academic Press, 2000. 1 online resource (xxvii, 527 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Academic Press Advanced Finance Includes bibliographical references (pages 509-511) and index. Financial derivatives : a brief introduction -- A primer on the arbitrage theorem -- Calculus in deterministic and stochastic environments -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and martingale representations -- Differentiation in stochastic environments -- The Wiener process and rare events in financial markets -- Integration in stochastic environments : the Ito integral -- Ito's lemma -- The dynamics of derivative prices : stochastic differential equations -- Pricing derivative products : partial differential equations -- The Black-Scholes PDE : an application -- Pricing derivative products : equivalent martingale measures -- Equivalent martingale measures : applications -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting : normalization and random interest rates -- Modeling term structure and related concepts -- Classical and HJM approaches to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Stopping times and American-type securities. Print version record. "The 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."--Jacket English. Derivative securities Mathematics. Securities Mathematics. Instruments dérivés (Finances) Mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Derivative securities Mathematics fast Derivat Wertpapier gnd http://d-nb.info/gnd/4381572-8 Finanzmathematik gnd Termijnhandel. gtt Effectenhandel. gtt Wiskundige modellen. gtt Wiskundige economie. gtt Portfolio-theorie. gtt Instruments dérivés (finances) ram Instruments financiers Mathématiques. ram Mathématique financière. rasuqam Taux d'intérêt. rasuqam Marché financier. rasuqam Théorie des probabilités. rasuqam Instrument dérivé (Finances) rasuqam has work: An introduction to the mathematics of financial derivatives (Text) https://id.oclc.org/worldcat/entity/E39PCGRYKxk9HjxRcgj3rK9Fcd https://id.oclc.org/worldcat/ontology/hasWork Print version: Neftci, Salih N. Introduction to the mathematics of financial derivatives. 2nd ed. San Diego : Academic Press, ©2000 0125153929 (DLC) 99069121 (OCoLC)44413717 Academic Press Advanced Finance. FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196180 Volltext |
| spellingShingle | Neftci, Salih N. An introduction to the mathematics of financial derivatives / Academic Press Advanced Finance. Financial derivatives : a brief introduction -- A primer on the arbitrage theorem -- Calculus in deterministic and stochastic environments -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and martingale representations -- Differentiation in stochastic environments -- The Wiener process and rare events in financial markets -- Integration in stochastic environments : the Ito integral -- Ito's lemma -- The dynamics of derivative prices : stochastic differential equations -- Pricing derivative products : partial differential equations -- The Black-Scholes PDE : an application -- Pricing derivative products : equivalent martingale measures -- Equivalent martingale measures : applications -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting : normalization and random interest rates -- Modeling term structure and related concepts -- Classical and HJM approaches to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Stopping times and American-type securities. Derivative securities Mathematics. Securities Mathematics. Instruments dérivés (Finances) Mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Derivative securities Mathematics fast Derivat Wertpapier gnd http://d-nb.info/gnd/4381572-8 Finanzmathematik gnd Termijnhandel. gtt Effectenhandel. gtt Wiskundige modellen. gtt Wiskundige economie. gtt Portfolio-theorie. gtt Instruments dérivés (finances) ram Instruments financiers Mathématiques. ram Mathématique financière. rasuqam Taux d'intérêt. rasuqam Marché financier. rasuqam Théorie des probabilités. rasuqam Instrument dérivé (Finances) rasuqam |
| subject_GND | http://d-nb.info/gnd/4381572-8 |
| title | An introduction to the mathematics of financial derivatives / |
| title_auth | An introduction to the mathematics of financial derivatives / |
| title_exact_search | An introduction to the mathematics of financial derivatives / |
| title_full | An introduction to the mathematics of financial derivatives / Salih N. Neftci. |
| title_fullStr | An introduction to the mathematics of financial derivatives / Salih N. Neftci. |
| title_full_unstemmed | An introduction to the mathematics of financial derivatives / Salih N. Neftci. |
| title_short | An introduction to the mathematics of financial derivatives / |
| title_sort | introduction to the mathematics of financial derivatives |
| topic | Derivative securities Mathematics. Securities Mathematics. Instruments dérivés (Finances) Mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Derivative securities Mathematics fast Derivat Wertpapier gnd http://d-nb.info/gnd/4381572-8 Finanzmathematik gnd Termijnhandel. gtt Effectenhandel. gtt Wiskundige modellen. gtt Wiskundige economie. gtt Portfolio-theorie. gtt Instruments dérivés (finances) ram Instruments financiers Mathématiques. ram Mathématique financière. rasuqam Taux d'intérêt. rasuqam Marché financier. rasuqam Théorie des probabilités. rasuqam Instrument dérivé (Finances) rasuqam |
| topic_facet | Derivative securities Mathematics. Securities Mathematics. Instruments dérivés (Finances) Mathématiques. BUSINESS & ECONOMICS Investments & Securities General. Derivative securities Mathematics Derivat Wertpapier Finanzmathematik Termijnhandel. Effectenhandel. Wiskundige modellen. Wiskundige economie. Portfolio-theorie. Instruments dérivés (finances) Instruments financiers Mathématiques. Mathématique financière. Taux d'intérêt. Marché financier. Théorie des probabilités. Instrument dérivé (Finances) |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196180 |
| work_keys_str_mv | AT neftcisalihn anintroductiontothemathematicsoffinancialderivatives AT neftcisalihn introductiontothemathematicsoffinancialderivatives |