TY  - GEN
AU  - Neftci,Salih N.
TI  - An introduction to the mathematics of financial derivatives
SN  - 0125153929
AV  - HG6024.A3 N44 2000
PY  - 2000///
CY  - San Diego
PB  - Academic Press
KW  - Türev ürünler
KW  - Matematik
KW  - Derivative securities
KW  - Mathematics
N1  - Includes bibliographical references (p. 509-511) and index; 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
UR  - http://www.loc.gov/catdir/toc/els033/99069121.html
ER  -