Book description
An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives.
The increased 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…
Why read it?
1 author picked An Introduction to the Mathematics of Financial Derivatives as one of their favorite books. Why do they recommend it?
Having read or browsed many books dedicated to the mathematics of options and other derivative instruments, I unquestionably consider Neftci’s book as by far the best choice.
Starting with the fundamentals, it goes much further than a simple “introduction”, and typically fits with the needs of a “quant” specializing in options, with a good balance between pure theoretical, mathematical developments (such as Partial Differential Equations, Girsanov theorem, Markov processes, etc) and practical applications on option pricing.
From Alain's list on quantitative finance applied to financial markets.
If you love An Introduction to the Mathematics of Financial Derivatives...
December on 5C4
Magical realism meets the magic of Christmas in this mix of Jewish, New Testament, and Santa stories–all reenacted in an urban psychiatric hospital!
On locked ward 5C4, Josh, a patient with many similarities to Jesus, is hospitalized concurrently with Nick, a patient with many similarities to Santa. The two argue…
Want books like An Introduction to the Mathematics of Financial Derivatives?
Our community of 12,000+ authors has personally recommended 100 books like An Introduction to the Mathematics of Financial Derivatives.
Browse books like An Introduction to the Mathematics of Financial Derivatives
Share your top 3 reads of 2025!
And get a beautiful page showing off your 3 favorite reads.
1,278
readers submitted
so far, will you?
📚 If you like An Introduction to the Mathematics of Financial Derivatives, you might also like...
The Bridge
The Bridge provides a compassionate and well researched window into the worlds of linear and circular thinking. A core pattern to the inner workings of these two thinking styles is revealed, and most importantly, insight into how to cross the distance between them. Some fascinating features emerged such as, circular…
And Then They Were Gone
Of the 918 Americans who died in the shocking murder-suicides of November 18, 1978, in the tiny South American country of Guyana, a third were under eighteen. More than half were in their twenties or younger.
The authors taught in a small high school in San Francisco where Reverend Jim…
