An Introduction to the Mathematics of Financial Derivatives

av Ali Hirsa  (inbunden, 2013)

Pris:  633:-
Skickas inom 10-15 vardagar.
Fri frakt vid beställning på minst 99 kr för privatpersoner i Sverige - Läs mer
  • Välj format:
  • E-bok
  • Inbunden

Kundrecensioner

Bli först att betygsätta och recensera boken An Introduction to the Mathematics of Financial Derivatives.

An Introduction to the Mathematics of Financial Derivatives (inbunden)

Fler böcker inom

  • Inbunden (hardback)
  • Språk: Engelska
  • Antal sidor: 480
  • Utg.datum: 2013-12-16
  • Upplaga: 3
  • Medarbetare: N.Neftci, Salih
  • Illustrationer: black & white line drawings, black & white tables, figures
  • Dimensioner: 241 x 196 x 31 mm
  • Vikt: 975 g
  • Antal komponenter: 1
  • ISBN: 9780123846822

Fler böcker av Ali Hirsa

Computational Methods in Finance (inbunden)
Introduction to the Mathematics of Financial Derivatives (inbunden)

Computational Methods in Finance

Ali Hirsa
Inbunden
743:-

Introduction to the Mathematics of Financial Derivat...

Ali Hirsa, Salih N Neftci
E-bok
1217:-

Recensioner i media

"This text introduces quantitative tools used in pricing financial derivatives to those with basic knowledge of calculus and probability. It reviews basic derivative instruments, the arbitrage theorem, and deterministic calculus, and describes models and notation in pricing derivatives, tools in probability theory, martingales and martingale representations, differentiation in stochastic environments, the Wiener and Lvy processes and rare events in financial markets."--ProtoView.com, February 2014 "Ali Hirsa has done a superb job with this third edition of the very popular Neftci's An Introduction to the Mathematics of Financial Derivatives. New chapters and sections have been added covering in particular credit derivatives (Chapter 23) and jump processes and the associated partial integro-differential equations. The new material on numerical methods, in particular on Fourier techniques (Chapter 22) and calibration (Chapter 25), and added examples and exercises are very welcome. Overall, this new edition offers substantially more that the previous one in all of its chapters. This is a unique sophisticated introduction to financial mathematics accessible to a wide audience. Truly remarkable!"--Jean-Pierre Fouque, University of California, Santa Barbara "The publication of this expansive and erudite text in a new edition by one of the most highly respected scholars in the field should be a welcome event for practitioners and academics alike."--Lars Tyge Nielsen,Columbia University "There are many books on mathematics, probability, and stochastic calculus, but relatively few focus entirely on the pricing and hedging of financial derivatives. I have used the second edition for finance and financial engineering classes for years, and will continue with the third edition; the book will no doubt remain a valuable reference for industry practitioners as well."--RobertL. Kimmel,National University of Singapore "An excellent introduction to a wide range of topics in pricing financial derivatives with highly accessible mathematical treatment. Its heuristic style in explaining basic mathematical concepts relevant to financial markets greatly facilitates understanding the fundamentals of derivative pricing."--Seppo Pynnonen, Unversity of Vaasa "What makes this introductory text unique for students or practitioners without a major in mathematics or physics is that it provides the most helpful heuristics while clearly stating how or why the concepts are useful for practical problems in finance. The timely additions on credit derivatives and PDEs provide considerable value-added in comparison to the second edition."--Mishael Milakovic, University of Bamberg



Bloggat om An Introduction to the Mathematics of Financial Deri...

Övrig information

Ali Hirsa is managing partner at Sauma Capital, LLC. Previously he was partner and head of analytical trading strategy at Caspian Capital Management, LLC. Prior to joining Caspian, Ali worked as a quant at Morgan Stanley, Banc of America Securities, and Prudential Securities. He is also an adjunct associate professor of financial engineering at Columbia University since 2000 and Courant Institute of New York University in the mathematics of finance program since 2004.

Ali is the author of Computational Methods in Finance, Chapman & Hall/CRC 2012 and the co-author of An Introduction to Mathematics of Financial Derivatives, Academic Press 2013 and is the editor of Journal of Investment Strategies. He has several publications and is a frequent speaker at academic and practitioner conferences.

Ali received his Ph.D. in applied mathematics from University of Maryland at College Park under the supervision of Professors Howard C. Elman and Dilip B. Madan. He currently serves as a trustee at University of Maryland College Park Foundation. Professor Neftci completed his PhD at the University of Minnesota. Currently he teaches at the Graduate School, City University of New York, ICMA Centre, University of Reading, UK, and at the University Of Lausanne, Switzerland. He is also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. He is the head of the FAME Certificate program in Switzerland.

Professor Neftci is known for his books and articles. His books, An Introduction to the Mathematics of Financial Derivatives and Principles of Financial Engineering, are standard texts in most university derivatives courses. The more recent book, Principles of Financial Engineering, was selected as the runner up for The Book of the Year award by Risk magazine during 2004. His current research deals with pricing of contingent credit lines, the relationship between yield curve curvature and volatility. He is also working on using the Credit Default Swap prices to predict financial crises. Overall, Professor Neftci's research and teaching is in the areas of financial engineering, risk management of extreme events and in emerging market asset trading strategies. His latest papers deal with risk measurement using extreme value theory and volatility dynamics.

Professor Neftci is a consultant to various financial institutions and teaches high-level courses on cutting-edge issues to advanced financial market professionals. He was recently a consultant with the World Bank and with the IFC. He regularly holds highly visible workshops for market professionals on Financial Engineering, Mathematics for Financial Derivatives, and Calibration Methods. Currently he is a Risk Management Advisor to IMF. Professor Neftci is also a regular columnist for CBN daily, a financial daily in Shanghai, the most influential financial newspaper in China. His columns dealing with current financial market activity are ...

Du kanske gillar...

Tänka, snabbt och långsamt (pocket)

Tänka, snabbt och långsamt

Daniel Kahneman
Pocket
51:-
Capital in the Twenty-First Century (inbunden)

Capital in the Twenty-First Century

Thomas Piketty
Inbunden
250:-
Tänka, snabbt och långsamt (inbunden)

Tänka, snabbt och långsamt

Daniel Kahneman
Inbunden
230:-
Makt, plast, gift & våra barn (häftad)

Makt, plast, gift & våra barn

Ethel Forsberg
Häftad
202:-