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Type: BOOK - Published: 1997-10-13 - Publisher: Cambridge University Press

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During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Durin
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Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the demand for
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Authors: Salih N. Neftci
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A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new o
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This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financi
Financial Mathematics, Derivatives and Structured Products
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