An Introduction to the Mathematics of Financial Derivatives

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• Author: Salih N. Neftci
• Publisher: Academic Press
• Year of Publication: 2014
• Difficulty: ⭐⭐⭐⭐
• Recommendation Index: ⭐⭐⭐⭐⭐
• PDF Download: Click to download

Introduction

This book systematically introduces the mathematical basis of financial derivatives pricing, including option pricing, interest rate models, etc. It is a classic textbook in the field of financial engineering.

Core Chapter

1. Basics of probability theory
2. Random process
3. Option Pricing Theory
4. Interest rate model
5. Numerical methods

Main features

• Clear explanation
• step by step
• Rich examples
• Highly practical

Suitable for the crowd

• Financial engineering student
• Derivatives Trader
• Quantitative researcher
• Risk manager

Supporting resources

• Answers to exercises

• MATLAB code

• Supplementary materials 本书籍由TheQuantHackers社区整理, 并提供PDF下载, 只供学习交流使用, 版权归原作者所有。

• 作者: Salih N. Neftci

• 出版社: Academic Press

• 出版年份: 2014

• 难度: ⭐⭐⭐⭐

• 推荐指数: ⭐⭐⭐⭐⭐

• PDF下载: 点击下载

内容简介

本书系统介绍了金融衍生品定价的数学基础，包括期权定价、利率模型等内容，是金融工程领域的经典教材。

核心章节

1. 概率论基础
2. 随机过程
3. 期权定价理论
4. 利率模型
5. 数值方法

主要特点

• 讲解清晰
• 循序渐进
• 例题丰富
• 实用性强

适合人群

• 金融工程学生
• 衍生品交易员
• 量化研究员
• 风险管理师

配套资源

• 习题解答
• MATLAB代码
• 补充材料