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An Introduction to the Mathematics of Financial Derivatives · Study

BookAn Introduction to the Mathematics of Financial Derivatives

Salih N. Neftçi2014

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An Introduction to the Mathematics of Financial Derivatives

Salih N. Neftçi

325 citations·0/0 files stored·Elsevier eBooks

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

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2002Decision Making Under Uncertainty—Real Options to the Rescue?2007A theory of non-Gaussian option pricing 2007Between arbitrage and speculation: an economy of belief and doubt 2006A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy 2015Skewed Generalized Error Distribution of Financial Assets and Option Pricing 2011The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing 2002A theory of non-Gaussian option pricing 2005A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach

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Year2014

Typebook

Published2014-01-01

VenueElsevier eBooks

Languageen

Citations325

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/c2010-0-64929-7

openalex_workW1538210250

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