An Introduction to the Mathematics of Financial Derivatives
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An Introduction to the Mathematics of Financial Derivatives

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ISBN-13:
9780123846822
Einband:
Buch
Erscheinungsdatum:
13.12.2013
Seiten:
444
Autor:
Ali Hirsa
Gewicht:
1074 g
Format:
241x189x27 mm
Sprache:
Englisch
Beschreibung:

Neftci, Salih N.Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.

Salih Neftci was already suffering from gliosarcoma, a malignant brain cancer, while writing the second edition. It published just 5 months before his death on April 15, 2009.
An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.

Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning
Presented intuitively, breaking up complex mathematics concepts into easily understood notions
Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.

Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning
Presented intuitively, breaking up complex mathematics concepts into easily understood notions
Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
1: Financial Derivatives: A Brief Introduction

2: A Primer on Arbitrage Theorem

3: Review of Deterministic Calculus

4: Pricing Derivatives: Models and Notations

5: Tools in Probability Theory

6: Martingales and Martingale Representations

7: Wiener Process, Levy Processes, and Rare Events

8: Differentiation in Stochastic Environments

9: Integration in Stochastic Environments

10: Ito's Lemma

11: The dynamics of Derivatives Prices: Stochastic Differential

12: Pricing Derivatives Products via Partial Differential Equations

13: Equivalent Martingale Measures

14: Equivalent Martingale Measures: Applications

15: Arbitrage Theorem in a New Setting

16: Term Structure Modeling and Related Concepts

17: Approaches to Modeling Term Structure

18: Conditional Expectations and PDEs

19: Derivative Pricing via Transform Techniques

20: Credit Spread and Credit Derivatives

21: Stopping Times and American-Style Derivatives

22: A Primer on Calibration and Estimation Techniques
1: Financial Derivatives: A Brief Introduction

2: A Primer on Arbitrage Theorem

3: Review of Deterministic Calculus

4: Pricing Derivatives: Models and Notations

5: Tools in Probability Theory

6: Martingales and Martingale Representations

7: Wiener Process, Levy Processes, and Rare Events

8: Differentiation in Stochastic Environments

9: Integration in Stochastic Environments

10: Ito's Lemma

11: The dynamics of Derivatives Prices: Stochastic Differential

12: Pricing Derivatives Products via Partial Differential Equations

13: Equivalent Martingale Measures

14: Equivalent Martingale Measures: Applications

15: Arbitrage Theorem in a New Setting

16: Term Structure Modeling and Related Concepts

17: Approaches to Modeling Term Structure

18: Conditional Expectations and PDEs

19: Derivative Pricing via Transform Techniques

20: Credit Spread and Credit Derivatives

21: Stopping Times and American-Style Derivatives

22: A Primer on Calibration and Estimation Techniques

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