TY  - BOOK
AU  - Neftci,Salih N.
TI  - An introduction to the mathematics of financial derivatives
SN  - 0125153902
U1  - 332.632  21
PY  - 1996///
CY  - San Diego : 
PB  - Academic Press, 
KW  - Derivados financieros
KW  - Matemáticas
KW  - Mercado de futuros
KW  - Modelos estocásticos
KW  - Clasificación
N1  - 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
ER  -