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商品詳細

An Introduction to the Mathematics of Financial Derivatives.

An Introduction to the Mathematics of Financial Derivatives. デリバティヴの数学入門

・ISBN 978-0-12-515390-4 cased

絶版

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著者・編者Neftci, S. N.,
出版社(Academic Pr., US)
出版年月1996
ページ数348 pp.
言語ENG
ニュース番号<423-266>

解説

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.