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Genre
: Business / Economics, Mathematics, Science, Technology / Engineering
Authors
: Mitch Warachka, Steven Hogan, Salih N. Neftci
Features
: Elsevier Science, paperback
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.
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