000			02368 a2200397 4500
001			26566
999			_c26566 _d12958
003			TR-AnTOB
005			20211215132238.0
008			060624s2000 caua b 00110 eng
010			_a99069121
015			_aGBA1-18778
020			_a0125153929
029			_aUKM _bbA118778
029			_aNLGGC _b197305296
040			_aDLC _cDLC _dUKM _dLVB _dIBS _dBAKER _dNLGGC _dTRTET
041			_aeng
049			_aMAIN
050		0	_aHG6024.A3 _bN44 2000
084			_a85.33 _2bcl
090			_aHG6024.A3 N44 2000
100	1		_aNeftci, Salih N. _924521
245		3	_aAn introduction to the mathematics of financial derivatives / _cSalih N. Neftci.
250			_a2nd ed.
264		1	_aSan Diego : _bAcademic Press, _cc2000.
300			_axxvii, 527 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references (p. 509-511) and index.
505		0	_aFinancial 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.
650			_aTürev ürünler _xMatematik _924970
650			_aDerivative securities _xMathematics _924971
856		4	_uhttp://www.loc.gov/catdir/toc/els033/99069121.html _3Table of contents
857		4	_uhttp://www.loc.gov/catdir/description/els033/99069121.html _3Publisher description
902			_a0015093
994			_aC0 _bTRTET
942			_cBK