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An introduction to the mathematics of financial derivatives / Salih N. Neftci.

By: Material type: TextTextLanguage: English Publication details: San Diego : Academic Press, 1996.Description: xxi, 352 páginas : tablas, gráficas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0125153902
Subject(s): DDC classification:
  • 332.632  N33i  21
Other classification:
  • G13
Contents:
Chapter 1: Financial derivatives: a brief introduction -- Chapter 2: A Primer on the arbitrage theorem -- Chapter 3: Calculus in deterministic and stochastic environments -- Chapter 4: Pricing derivatives: models and notation -- Chapter 5: Tools in probability theory -- Chapter 6: Martingales and martingale representations -- Chapter 7: Differentiation in stochastic environments -- Chapter 8: The Wiener process and rare events in financial markets -- Chapter 9: Integration in stochastic environments: the Ito integral - Chapter 10: Ito's Lemma -- Chapter 11: The dynamics of derivative prices: stochastic differential equations -- Chapter 12: Pricing derivative products: partial differential equations -- Chapter 13: The black-scholes pde: an application -- Chapter 14: Pricing derivative products: equivalent martingale measures -- Chapter 15: Equivalent martingale measures: applications -- Chapter 16: Tools for complicated derivative structures.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 332.632 N33i (Browse shelf(Opens below)) Available Mantener en colección. 29004018990530
Total holds: 0

Incluye referencias bibliográficas (páginas 341-343) e índice.

Chapter 1: Financial derivatives: a brief introduction -- Chapter 2: A Primer on the arbitrage theorem -- Chapter 3: Calculus in deterministic and stochastic environments -- Chapter 4: Pricing derivatives: models and notation -- Chapter 5: Tools in probability theory -- Chapter 6: Martingales and martingale representations -- Chapter 7: Differentiation in stochastic environments -- Chapter 8: The Wiener process and rare events in financial markets -- Chapter 9: Integration in stochastic environments: the Ito integral - Chapter 10: Ito's Lemma -- Chapter 11: The dynamics of derivative prices: stochastic differential equations -- Chapter 12: Pricing derivative products: partial differential equations -- Chapter 13: The black-scholes pde: an application -- Chapter 14: Pricing derivative products: equivalent martingale measures -- Chapter 15: Equivalent martingale measures: applications -- Chapter 16: Tools for complicated derivative structures.

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