An introduction to the mathematics of financial derivatives / Salih N. Neftci.
By: Neftci, Salih N
Language: İngilizce Publisher: San Diego : Academic Press, c2000Edition: 2nd edDescription: xxvii, 527 p. : ill. ; 24 cmISBN: 0125153929Subject(s): Türev ürünler -- Matematik | Derivative securities -- MathematicsLOC classification: HG6024.A3 | N44 2000Other classification: 85.33 Online resources: Table of contents | Item type | Current location | Home library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|---|
Book
|
Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HG6024.A3 N44 2000 (Browse shelf) | 1 | 1 | Available | 0015093 |
Browsing Merkez Kütüphane Shelves , Shelving location: Genel Koleksiyon / Main Collection , Collection code: Genel Koleksiyon Close shelf browser
| HG6024.A3 M333 1999 Derivatives : optimal risk control / | HG6024.A3 M3946 2003 Derivatives markets / | HG6024.A3 M3946 2003 Derivatives markets / | HG6024.A3 N44 2000 An introduction to the mathematics of financial derivatives / | HG6024.A3 S37 2003 Lâevy processes in finance : pricing financial derivatives / | HG6024.A3 S5 2005 Modelling financial derivatives with Mathematica : | HG6024.A3 S5 2005 Modelling financial derivatives with Mathematica : |
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 -- Ito's 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.
There are no comments for this item.