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AN INTRODUCTION TO THE MATHEMATICS OF FINANCIAL DERIVATIVES
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To order this title, and for more information, click here
Second Edition
By
Salih Neftci, Global Finance Master's Program, New School for Social Research, New York, NY, USA
Reviews
PRAISE FOR THE FIRST EDITION:
"An excellent treatment of the mathematics underlying the pricing of derivatives."—JOHN HULL, University
of Toronto
"This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives
models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives
positions."—J. DARRELL DUFFIE, Stanford University
PRAISE FOR THE SECOND EDITION:
"As an introduction to the mathematics underlying
the pricing of derivatives, the book succeeds admirably."—JOURNAL OF ECONOMIC LITERATURE
"This book is a self-contained first
step into mathematical finance, and it covers the fundamentals of the topic beautifully. The conclusions and references at the end of
each chapter are very useful. The former provides a broad picture of each chapter's content. The latter offer invaluable links for those
who would like a more detailed discussion..."—SIAM Review (Society for Industrial and Applied Mathematics)
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