The Resource An introduction to the mathematics of financial derivatives, Salih N. Neftci, (electronic resource/)

An introduction to the mathematics of financial derivatives, Salih N. Neftci, (electronic resource/)

Label
An introduction to the mathematics of financial derivatives
Title
An introduction to the mathematics of financial derivatives
Statement of responsibility
Salih N. Neftci
Creator
Subject
Genre
Language
eng
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
Cataloging source
E7B
Dewey number
332.63/2
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
N44 2000eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Label
An introduction to the mathematics of financial derivatives, Salih N. Neftci, (electronic resource/)
Link
http://library.quincycollege.edu:2048/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=196180
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 509-511) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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 -- Itos 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
Control code
ocn646827593
Dimensions
unknown
Edition
2nd ed.
Extent
1 online resource (access may be restricted)
Form of item
online
Governing access note
Access restricted to subscribing institution
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
  • eBooks on EBSCOhost
  • eBooks on EBSCOhost
Specific material designation
remote
Stock number
08438EE8-2972-4D02-822B-4FF9FD6CCAA6
Label
An introduction to the mathematics of financial derivatives, Salih N. Neftci, (electronic resource/)
Link
http://library.quincycollege.edu:2048/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=196180
Publication
Bibliography note
Includes bibliographical references (pages 509-511) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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 -- Itos 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
Control code
ocn646827593
Dimensions
unknown
Edition
2nd ed.
Extent
1 online resource (access may be restricted)
Form of item
online
Governing access note
Access restricted to subscribing institution
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
  • eBooks on EBSCOhost
  • eBooks on EBSCOhost
Specific material designation
remote
Stock number
08438EE8-2972-4D02-822B-4FF9FD6CCAA6

Library Locations

    • Massasoit Community College Brockton CampusBorrow it
      1 Massasoit Blvd., Brockton, MA, 02301, US
      42.07562679999999 -70.99027629999999
    • Nease Library - Eastern Nazarene College Borrow it
      23 East Elm Ave. , Quincy, MA, 02170, US
      42.271089 -71.012428
    • Quincy College Library Borrow it
      1250 Hancock St. 3rd Fl Rm#347, Quincy, MA, 02169, US
      42.2513682 -70.9962875
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