TY  - BOOK
AU  - Neftci,Salih N.
AU  - Hirsa,Ali
TI  - An introduction to the mathematics of financial derivatives 
SN  - 9780123846822
AV  - HG6024.A3 N44 2014
U1  - 332.63/2 21
PY  - 2014///
PB  - Academic Press
KW  - Derivative securities
KW  - Mathematics
KW  - Finance
KW  - Electronic books
KW  - Electronic resource
N1  - 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; fin
N2  - Business
UR  - http://www.sciencedirect.com/science/book/9780123846822
ER  -