An introduction to the mathematics of financial derivatives edited by Salih N. Neftci, Ali Hirsa. [electronic resource] /

By: Neftci, Salih NContributor(s): Hirsa, Ali. Introduction to the mathematics of financial derivativesMaterial type: TextTextPublication details: Academic Press 2014Edition: 3rd ednDescription: ix, 444 pages : illustrations ; 25 cmISBN: 9780123846822Subject(s): Derivative securities -- Mathematics | FinanceGenre/Form: Electronic books. | Electronic resource.DDC classification: 332.63/2 LOC classification: HG6024.A3 | N44 2014Online resources: Click Here for Full Text (IUB Campus only)
Contents:
1. Financial Derivatives: A Brief Introduction -- 2. A Primer on Arbitrage Theorem -- 3. Review of Deterministic Calculus -- 4. Pricing Derivatives: Models and Notations -- 5. Tools in Probability Theory -- 6. Martingales and Martingale Representations -- 7. Wiener Process, Levy Processes, and Rare Events -- 8. Differentiation in Stochastic Environments -- 9. Integration in Stochastic Environments -- 10. Ito's Lemma -- 11. The dynamics of Derivatives Prices: Stochastic Differential -- 12. Pricing Derivatives Products via Partial Differential Equations -- 13. Equivalent Martingale Measures -- 14. Equivalent Martingale Measures: Applications -- 15. Arbitrage Theorem in a New Setting -- 16. Term Structure Modeling and Related Concepts -- 17. Approaches to Modeling Term Structure -- 18: Conditional Expectations and PDEs -- 19. Derivative Pricing via Transform Techniques -- 20. Credit Spread and Credit Derivatives -- 21. Stopping Times and American-Style Derivatives -- 22. A Primer on Calibration and Estimation Techniques
Summary: Business
Tags from this library: No tags from this library for this title. Log in to add tags.
Item type Current library Collection Call number URL Status Date due Barcode Item holds
E-Books E-Books Independent University Bangladesh, Library.
Non-fiction 332.63/2 (Browse shelf (Opens below)) Link to resource Available
Total holds: 0

Previous edition published: An introduction to the mathematics of financial derivatives / Salih N. Neftci.

Includes bibliographical references (pages 437-438) and index.

1. Financial Derivatives: A Brief Introduction -- 2. A Primer on Arbitrage Theorem -- 3. Review of Deterministic Calculus -- 4. Pricing Derivatives: Models and Notations -- 5. Tools in Probability Theory -- 6. Martingales and Martingale Representations -- 7. Wiener Process, Levy Processes, and Rare Events -- 8. Differentiation in Stochastic Environments -- 9. Integration in Stochastic Environments -- 10. Ito's Lemma -- 11. The dynamics of Derivatives Prices: Stochastic Differential -- 12. Pricing Derivatives Products via Partial Differential Equations -- 13. Equivalent Martingale Measures -- 14. Equivalent Martingale Measures: Applications -- 15. Arbitrage Theorem in a New Setting -- 16. Term Structure Modeling and Related Concepts -- 17. Approaches to Modeling Term Structure -- 18: Conditional Expectations and PDEs -- 19. Derivative Pricing via Transform Techniques -- 20. Credit Spread and Credit Derivatives -- 21. Stopping Times and American-Style Derivatives -- 22. A Primer on Calibration and Estimation Techniques

Business

There are no comments on this title.

to post a comment.

 

Last Updated November 15 2020
Copyright © IUB Library
Independent University, Bangladesh.
Library Home | About Library | Services | FAQS | Contact