- Hardcover: 527 pages
- Publisher: Academic Press; 2 edition (22 Jun. 2000)
- Language: English
- ISBN-10: 0125153929
- ISBN-13: 978-0125153928
- Product Dimensions: 15.2 x 3 x 22.9 cm
- Average Customer Review: 4.2 out of 5 stars See all reviews (11 customer reviews)
- Amazon Bestsellers Rank: 727,719 in Books (See Top 100 in Books)
- See Complete Table of Contents
An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance) Hardcover – 22 Jun 2000
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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)
About the Author
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.
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Top Customer Reviews
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.
A good introductrion book.
Well, this is a very perfect book for people looking for basics underlying the maths in financial engineering. I have tried about 5 books. Each I suppose has its merits but did not satisfy my need. Neftci's has so far given me the satisfaction others have failed to.
If you are interested in understanding the underlying concepts of mathematical finance (avoid the misconceptions) and not just 'know the maths', then try this book. In fact, it (even) makes the maths easier afterwards.
Thank you prof Neftci.
Most Recent Customer Reviews
Excellent book, very intuitive ,that is logical as Neftci is a master in the area, he goes direct to THE objective, he hasn't nothing to proof (by using ambiguous formulas);Published 4 months ago by Alpha_Beta
Mr Nuclear Physicists
You should have bought a book "Finance for Dummies" and not the great book by Neftci ! Read more
I disagree with one star review. The book claims it does not require any prior knowledge, but familiarity with basic calculus and probability helps. Read morePublished on 8 July 2012 by jukka
This book has the merit of trying to introduce modern math finance theory while avoiding too involved mathematics. Read morePublished on 29 May 2007 by M. MARIN
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