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"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."--BOOK JACKET.
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Subjects
Derivative securities, Mathematics, Finance, mathematical models, Applied, Finance, General, Microeconomics, Business mathematics, Econometrics, Mathematics & statistics -> mathematics -> mathematics general, Business & economics -> finance -> finance - general, Business & economics -> economics -> forecasting/econometrics, Business & economics -> business mathematics -> business mathematics, Business & economics -> economics -> general economics, Business & economics -> economics -> principles of microeconomics, Business & economics -> economics -> investing/stockmarket, Instruments dérivés (Finances), MathématiquesEdition | Availability |
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1
An introduction to the mathematics of financial derivatives
2000, Academic Press
in English
- 2nd ed.
0125153929 9780125153928
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2
An introduction to the mathematics of financial derivatives
1996, Academic Press
in English
0125153902 9780125153904
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Book Details
Edition Notes
Includes bibliographical references (p. 509-511) and index.
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