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- catalog abstract "Using an intuitive, systematic approach to the material, Salih Neftci introduces the mathematics underlying the pricing of derivatives. The interest in dynamic pricing models is increasing due to their applicability to practical situations. With the freeing of exchange, interest rates, and capital controls, the markets for derivative products have matured, and pricing models have become more accurate. An Introduction to the Mathematics of Financial Derivatives fills the needs of professionals, Ph. D. students, and advanced MBA students who are specifically interested in these financial products.".
- catalog alternative "Mathematics of financial derivatives".
- catalog contributor b10191034.
- catalog created "c1996.".
- catalog date "1996".
- catalog date "c1996.".
- catalog dateCopyrighted "c1996.".
- catalog description "Ch. 1. Financial Derivatives: A Brief Introduction -- Ch. 2. A Primer on the Arbitrage Theorem -- Ch. 3. Calculus in Deterministic and Stochastic Environments -- Ch. 4. Pricing Derivatives: Models and Notation -- Ch. 5. Tools in Probability Theory -- Ch. 6. Martingales and Martingale Representations -- Ch. 7. Differentiation in Stochastic Environments -- Ch. 8. The Wiener Process and Rare Events in Financial Markets -- Ch. 9. Integration in Stochastic Environments: The Ito Integral -- Ch. 10. Ito's Lemma -- Ch. 11. The Dynamics of Derivative Prices: Stochastic Differential Equations -- Ch. 12. Pricing Derivative Products: Partial Differential Equations -- Ch. 13. The Black-Scholes PDE: An Application -- Ch. 14. Pricing Derivative Products: Equivalent Martingale Measures -- Ch. 15. Equivalent Martingale Measures: Applications -- Ch. 16. Tools for Complicated Derivative Structures.".
- catalog description "Includes bibliographical references (p. 341-343) and index.".
- catalog description "Using an intuitive, systematic approach to the material, Salih Neftci introduces the mathematics underlying the pricing of derivatives. The interest in dynamic pricing models is increasing due to their applicability to practical situations. With the freeing of exchange, interest rates, and capital controls, the markets for derivative products have matured, and pricing models have become more accurate. An Introduction to the Mathematics of Financial Derivatives fills the needs of professionals, Ph. D. students, and advanced MBA students who are specifically interested in these financial products.".
- catalog extent "xxi, 352 p. :".
- catalog identifier "0125153902 (acid-free paper)".
- catalog issued "1996".
- catalog issued "c1996.".
- catalog language "eng".
- catalog publisher "San Diego : Academic Press,".
- catalog subject "332.63/2 20".
- catalog subject "Derivative securities Mathematics.".
- catalog subject "HG6024.A3 N44 1996".
- catalog tableOfContents "Ch. 1. Financial Derivatives: A Brief Introduction -- Ch. 2. A Primer on the Arbitrage Theorem -- Ch. 3. Calculus in Deterministic and Stochastic Environments -- Ch. 4. Pricing Derivatives: Models and Notation -- Ch. 5. Tools in Probability Theory -- Ch. 6. Martingales and Martingale Representations -- Ch. 7. Differentiation in Stochastic Environments -- Ch. 8. The Wiener Process and Rare Events in Financial Markets -- Ch. 9. Integration in Stochastic Environments: The Ito Integral -- Ch. 10. Ito's Lemma -- Ch. 11. The Dynamics of Derivative Prices: Stochastic Differential Equations -- Ch. 12. Pricing Derivative Products: Partial Differential Equations -- Ch. 13. The Black-Scholes PDE: An Application -- Ch. 14. Pricing Derivative Products: Equivalent Martingale Measures -- Ch. 15. Equivalent Martingale Measures: Applications -- Ch. 16. Tools for Complicated Derivative Structures.".
- catalog title "An introduction to the mathematics of financial derivatives / Salih N. Neftci.".
- catalog title "Mathematics of financial derivatives".
- catalog type "text".