Author | : Salih N. Neftci |
Publisher | : Academic Press |
Release Date | : 02 June 2000 |
ISBN 10 | : 0125153929 |
Pages | : 527 pages |
Rating | : 4/5 (9 users) |
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.