LEADER 00000cam a2200601Ia 4500 
001    ocn646827593 
003    OCoLC 
005    20160527041143.2 
006    m     o  d         
007    cr cn||||||||| 
008    000628s2000    caua    ob    001 0 eng d 
019    759841704 
020    9780080478647|q(electronic book) 
020    0080478646|q(electronic book) 
020    |z9780125153928|q(print) 
020    |z0125153929|q(print) 
035    (OCoLC)646827593|z(OCoLC)759841704 
037    08438EE8-2972-4D02-822B-4FF9FD6CCAA6|bOverDrive, Inc.
       |nhttp://www.overdrive.com 
040    E7B|beng|epn|cE7B|dOCLCQ|dCGU|dWAU|dN$T|dOCLCQ|dNLGGC
       |dTEFOD|dOCLCF|dYDXCP|dTEFOD|dOCLCQ 
049    RIDW 
050  4 HG6024.A3|bN44 2000eb 
072  7 BUS|x036000|2bisacsh 
082 04 332.63/2|221 
090    HG6024.A3|bN44 2000eb 
100 1  Neftci, Salih N.|0https://id.loc.gov/authorities/names/
       n80147404 
245 13 An introduction to the mathematics of financial 
       derivatives /|cSalih N. Neftci. 
250    2nd ed. 
264  1 San Diego :|bAcademic Press,|c2000. 
300    1 online resource (xxvii, 527 pages) :|billustrations 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
340    |gpolychrome|2rdacc 
347    text file|2rdaft 
504    Includes bibliographical references (pages 509-511) and 
       index. 
505 0  Financial derivatives : a brief introduction -- A primer 
       on the arbitrage theorem -- Calculus in deterministic and 
       stochastic environments -- Pricing derivatives : models 
       and notation -- Tools in probability theory -- Martingales
       and martingale representations -- Differentiation in 
       stochastic environments -- The Wiener process and rare 
       events in financial markets -- Integration in stochastic 
       environments : the Ito integral -- Ito's lemma -- The 
       dynamics of derivative prices : stochastic differential 
       equations -- Pricing derivative products : partial 
       differential equations -- The Black-Scholes PDE : an 
       application -- Pricing derivative products : equivalent 
       martingale measures -- Equivalent martingale measures : 
       applications -- New results and tools for interest-
       sensitive securities -- Arbitrage theorem in a new setting
       : normalization and random interest rates -- Modeling term
       structure and related concepts -- Classical and HJM 
       approaches to fixed income -- Classical PDE analysis for 
       interest rate derivatives -- Relating conditional 
       expectations to PDEs -- Stopping times and American-type 
       securities. 
588 0  Print version record. 
590    eBooks on EBSCOhost|bEBSCO eBook Subscription Academic 
       Collection - North America 
650  0 Derivative securities|0https://id.loc.gov/authorities/
       subjects/sh93005704|xMathematics.|0https://id.loc.gov/
       authorities/subjects/sh2002007922 
650  0 Securities|0https://id.loc.gov/authorities/subjects/
       sh85119463|xMathematics.|0https://id.loc.gov/authorities/
       subjects/sh2002007922 
650  7 Derivative securities|xMathematics.|2fast|0https://
       id.worldcat.org/fast/891027 
650  7 Derivative securities.|2fast|0https://id.worldcat.org/fast
       /891019 
650  7 Securities.|2fast|0https://id.worldcat.org/fast/1110743 
650  7 Mathematics.|2fast|0https://id.worldcat.org/fast/1012163 
655  4 Electronic books. 
776 08 |iPrint version:|aNeftci, Salih N.|tIntroduction to the 
       mathematics of financial derivatives.|b2nd ed.|dSan Diego 
       : Academic Press, ©2000|z0125153929|w(DLC)   99069121
       |w(OCoLC)44413717 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=196180|zOnline eBook. Access restricted to 
       current Rider University students, faculty, and staff. 
856 42 |3Instructions for reading/downloading this eBook|uhttp://
       guides.rider.edu/ebooks/ebsco 
901    MARCIVE 20231220 
948    |d20160616|cEBSCO|tebscoebooksacademic|lridw 
994    92|bRID