T�tulo: An introduction to the mathematics of financial derivatives. Ex-Library.
Editor: Academic Press, San Diego, Calif., &c.
Fecha de publicaci�n: 1996
Idioma: Ingl�s
ISBN 10: 0125153902
ISBN 13: 9780125153904
Encuadernaci�n: Hardcover
Estado: Good

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Sinopsis

Using a systematic approach to the material, this text introduces the mathematics underlying the pricing of derivatives. The interest in dynamic pricing models is increasing due to their applicability to practical situations. With the freeing of exchange, interest rates, and capital controls, the markets for derivative products has matured, and pricing models have become more accurate. The resource should be of interest to professionals, Ph.D. students and advanced MBA students who are specifically interested in these financial products.

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Professor Neftci teaches courses on financial derivatives, risk management, and financial econometrics at the Graduate School of the City University of New York and at the Graduate Institute of International Studies, Geneva, Switzerland.

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