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Introduction to the Mathematics of Financial Derivatives | 
 enlarge | Author: Salih N. Neftci
Publisher: Academic Press
Category: Book
List Price: $89.95
Buy New: $59.95
You Save: $30.00 (33%)
New (19) Used (8) from $50.00
Avg. Customer Rating:  60 reviews
Sales Rank: 130910
Media: Hardcover
Edition: 2nd
Number Of Items: 1
Pages: 527
Shipping Weight (lbs): 1.9
Dimensions (in): 9.3 x 6.9 x 1.7
ISBN: 0125153929
Dewey Decimal Number: 332.632
EAN: 9780125153928
ASIN: 0125153929
Publication Date: April 2000
Availability: Usually ships in 1-2 business days
Condition: Brand New Hardcover. Printed in USA 2000. Prompt Shipping.
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| Editorial Reviews:
Product Description
This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. Professor Neftci's book answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in these financial products. The Second Edition is designed to make the book the main text in first year masters and Ph.D. programs for certain courses, and will continue to be an important manual for market professionals.
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| Customer Reviews: Read 55 more reviews...
Good background reading January 19, 2008
This good is a very good companion to Hull's book on financial derivatives pricing theory
 I was disappointed January 3, 2008
I bought the book because of all the positive reviews; I did read the negative reviews, but decided to take my chance.
This book is useful for reviewing materials that you have learned in the past but forgotten. In my opinion, it's not that good for beginners of mathematical finance (who wants to learn it seriously) because the presentation is so unclear, with lots of hand-waving and skipping essential steps. I am a beginner myself, and I would rather struggle through more mathematically difficult but clearly presented textbooks.
I wanted to give this book one star because it was way below expectation, but I gave it two because at least it attempts to offer a layman's explanations (not a very successful attempt, but a positive thing, nonetheless) behind all the math. And it's not like I gained absolutely nothing from it. I guess I would recommend giving this book a shot if you could get it cheaply, perhaps a secondhand copy.
Detailed but Comprehensible October 13, 2007
0 out of 2 found this review helpful
This booke really helped me understand topics for a class I was taking. After reading it i almost felt like i understood change of measure and numeraire. one of the few books i'd recommend buying.
 Good Companion Book August 29, 2007
1 out of 2 found this review helpful
good companion book for the other book "Principles of Financial Engineering" by the same author
Clear and easy to understand treatment. The author does not assume a high level of math knowledge of the reader.
Good book May 9, 2007
1 out of 2 found this review helpful
As title states this is a good Introduction to the mathematics of derivatives.
If you're looking for some book with C/C++/C#/Java code samples this isn't the book. Indeed a good mathematical introduction; its pre-requirements are a good mathematical and statistical ones.
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