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- DescriptionAn Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic kwledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-kwn strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only introductory text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.
- Author BiographyAli Hirsa is managing partner at Sauma Capital, LLC. Previously he was partner and head of analytical trading strategy at Caspian Capital Management, LLC. Prior to joining Caspian, Ali worked as a quant at Morgan Stanley, Banc of America Securities, and Prudential Securities. He is also an adjunct associate professor of financial engineering at Columbia University since 2000 and Courant Institute of New York University in the mathematics of finance program since 2004. Ali is the author of Computational Methods in Finance, Chapman & Hall/CRC 2012 and the co-author of An Introduction to Mathematics of Financial Derivatives, Academic Press 2013 and is the editor of Journal of Investment Strategies. He has several publications and is a frequent speaker at academic and practitioner conferences. Ali received his Ph.D. in applied mathematics from University of Maryland at College Park under the supervision of Professors Howard C. Elman and Dilip B. Madan. He currently serves as a trustee at University of Maryland College Park Foundation. Professor Neftci completed his Ph.D. at the University of Minnesota and was head of the FAME Certificate program in Switzerland. He taught at the Graduate School, City University of New York; ICMA Centre, University of Reading; and at the University of Lausanne. He was also a Visiting Professor in the Finance Department at Hong Kong University of Science and Technology. Known his books and articles, he was a regular columnist for CBN daily, the most influential financial newspaper in China.
- Author(s)Ali Hirsa,Salih N. Neftci
- PublisherElsevier Science Publishing Co Inc
- Date of Publication16/12/2013
- SubjectFinance & Accounting
- Place of PublicationSan Diego
- Country of PublicationUnited States
- ImprintAcademic Press Inc
- Content Noteblack & white line drawings, black & white tables, figures
- Weight910 g
- Width190 mm
- Height235 mm
- Spine29 mm
- Edition Statement3rd Revised edition
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