Introduction to the Mathematics of Financial Derivatives

Name: Introduction to the Mathematics of Financial Derivatives
Price: 53.37 USD
Availability: InStock
ISBN: 9780123846822

ISBN-10: 012384682X

ISBN-13: 9780123846822

Edition: 3rd 2014

Authors: Ali Hirsa, Salih N. Neftci

List price: $78.99

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Description:

An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments that use stochastic calculus. Requiring only a passing knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text…

Book details

List price: $78.99
Edition: 3rd
Copyright year: 2014
Publisher: Elsevier Science & Technology
Publication date: 12/16/2013
Binding: Hardcover
Pages: 480
Size: 7.50" wide x 9.21" long x 1.25" tall
Weight: 2.596

Ali Hirsa is head of Analytical Trading Strategy at Caspian Capital Management. Dr. Hirsa is also an adjunct professor at Columbia University and NYUï¿½s Courant Institute of Mathematical Sciences.




Financial Derivatives: A Brief Introduction



A Primer on Arbitrage Theorem



Review of Deterministic Calculus



Pricing Derivatives: Models and Notations



Tools in Probability Theory



Martingales and Martingale Representations



Wiener Process, Levy Processes, and Rare Events



Differentiation in Stochastic Environments



Integration in Stochastic Environments



Ito's Lemma



The dynamics of Derivatives Prices: Stochastic Differential



Pricing Derivatives Products via Partial Differential Equations



Equivalent Martingale Measures



Equivalent Martingale Measures: Applications



Arbitrage Theorem in a New Setting



Term Structure Modeling and Related Concepts



Approaches to Modeling Term Structure



Conditional Expectations and PDEs



Derivative Pricing via Transform Techniques



Credit Spread and Credit Derivatives



Stopping Times and American-Style Derivatives



A Primer on Calibration and Estimation Techniques