Provides a solid foundation in the principles of derivatives.

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

A market leader, this book has detailed but flexible coverage of options, futures, forwards, swaps, and risk management ? as well as a solid introduction to pri

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since th

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.