This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial de

CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.

Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.

This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates a

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 o