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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)
John Hull, University of Toronto
From the Prepublication Reviews: "An excellent treatment of the mathematics underlying the pricing of derivatives".
--This text refers to an out of print or unavailable edition of this title.
Inside This Book
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First Sentence
This book is an introduction to quantitative tools used in pricing financial derivatives. Read the first page
Front Cover | Table of Contents | Excerpt | Index
This book is an introduction to quantitative tools used in pricing financial derivatives. Read the first page
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Browse Sample PagesConcordance
Front Cover | Table of Contents | Excerpt | Index
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Most Helpful Customer Reviews
9 of 9 people found the following review helpful
Format:Hardcover
Professor Neftci has once again provided a strong and yet not over-technical introduction to the mathematics of derivatives. An ideal springboard to launch into deeper study, and particularly suited to Masters and starting PhD students, as well as a good reference source for quants.
8 of 8 people found the following review helpful
Format:Hardcover
After sitting through several weeks of a derivative pricing course in total confusion Neftci has finally helped clear the fog. THis is the fourth book I have tried on the subject and the first one that provides a logical, clear and simple path that starts from the beginning.
A good introductrion book.
13 of 14 people found the following review helpful
Format:Hardcover
i have read a lot of quant finance books and looked at a number of sources focussed to the mandatory mathematical understanding but this is the only example so far that i have been compelled to finish. the book starts at the beginning and takes a clearly well considered approach to the methodical exposition of all the concepts leading to the application of stochastic differential equations in derivatives pricing. further i think that for most practitioners, all but the real math enthusiasts, this is a self contained guide to the math used in practise.
as a result i feel indebted to the author for very real-world useful expositions that I couldnt seem to grasp elsewhere. very good job indeed.
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Most Recent Customer Reviews
A Simple Thank you to Prof Neftci
I wasn't very sure what to expect when I first read the content page on amazon.co.uk. In fact, one reviewer made things very difficult for me when he/she rated the book as "very... Read more
Published on 12 April 2009 by sos
lack of rigour makes it useless
This book has the merit of trying to introduce modern math finance theory while avoiding too involved mathematics. Read more
Published on 29 May 2007 by M. MARIN
Basic and Good
This book is an excellent starting point for anyone with a basic understanding of mathematics. The break down of some very complex material into something that is understandable is... Read more
Published on 10 April 2003 by "nazh"
A good introduction to derivative modelling
I must disagree with the reviewer who cites this as a physicist trying his hand at quant finance. Nefcti has produced a rigorous introduction to the subject and proves an... Read more
Published on 29 Aug 2001
An Introduction For Nuclear Physicists. Tediously Presented.
This book was very dissapointing. I bought the book in Amazons US store after reading rave reviews about it. Read more
Published on 10 Oct 1999
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