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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
San Diego :
Academic Press,
2000.
|
| Edition: | 2nd ed. |
| Series: | Academic Press Advanced Finance.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 |
| Summary: | "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 |
| Physical Description: | 1 online resource (xxvii, 527 pages :) |
| Bibliography: | Includes bibliographical references (pages 509-511) and index. |
| ISBN: | 9780080478647 0080478646 0125153929 9780125153928 0125153937 9780125153935 1282284746 9781282284746 9786612284748 6612284749 |
Staff View
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| 546 | |a English. | ||
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| 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. |
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| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2nd ed. |
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| id | ZDB-4-EBA-ocn646827593 |
| illustrated | Illustrated |
| indexdate | 2025-03-18T14:15:10Z |
| institution | BVB |
| isbn | 9780080478647 0080478646 0125153929 9780125153928 0125153937 9780125153935 1282284746 9781282284746 9786612284748 6612284749 |
| language | English |
| oclc_num | 646827593 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource (xxvii, 527 pages :) |
| psigel | ZDB-4-EBA FWS_PDA_EBA 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 :) 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. |
| 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) |
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