A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new o

Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive expositio

"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das The