- Author : Salih N. Neftci
- Publsiher : Academic Press
- Release : 02 June 2000
- ISBN : 0125153929
- Pages : 527 pages
- Rating : 4/5 from 9 ratings

**Summary:**

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.