An Introduction to the Mathematics of Financial Derivatives
Title | An Introduction to the Mathematics of Financial Derivatives PDF eBook |
Author | Salih N. Neftci |
Publisher | Academic Press |
Total Pages | 550 |
Release | 2000-05-19 |
Genre | Business & Economics |
ISBN | 0125153929 |
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.
The Mathematics of Financial Derivatives
Title | The Mathematics of Financial Derivatives PDF eBook |
Author | Paul Wilmott |
Publisher | Cambridge University Press |
Total Pages | 338 |
Release | 1995-09-29 |
Genre | Business & Economics |
ISBN | 9780521497893 |
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
An Introduction to the Mathematics of Financial Derivatives
Title | An Introduction to the Mathematics of Financial Derivatives PDF eBook |
Author | Salih N. Neftci |
Publisher | Elsevier |
Total Pages | 527 |
Release | 2000-06-22 |
Genre | Business & Economics |
ISBN | 0080478646 |
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.
Financial Calculus
Title | Financial Calculus PDF eBook |
Author | Martin Baxter |
Publisher | Cambridge University Press |
Total Pages | 252 |
Release | 1996-09-19 |
Genre | Business & Economics |
ISBN | 9780521552899 |
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Financial Mathematics, Derivatives and Structured Products
Title | Financial Mathematics, Derivatives and Structured Products PDF eBook |
Author | Raymond H. Chan |
Publisher | Springer |
Total Pages | 395 |
Release | 2019-02-27 |
Genre | Mathematics |
ISBN | 9811336962 |
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
Financial Derivatives
Title | Financial Derivatives PDF eBook |
Author | Jamil Baz |
Publisher | Cambridge University Press |
Total Pages | 358 |
Release | 2004-01-12 |
Genre | Business & Economics |
ISBN | 9780521815109 |
Publisher Description
Modelling Financial Derivatives with MATHEMATICA ®
Title | Modelling Financial Derivatives with MATHEMATICA ® PDF eBook |
Author | William T. Shaw |
Publisher | Cambridge University Press |
Total Pages | 570 |
Release | 1998-12-10 |
Genre | Business & Economics |
ISBN | 9780521592338 |
CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.