An Introduction to the Mathematics of Financial Derivatives by Hirsa, Ali
An Introduction to the Mathematics of Financial Derivatives by Hirsa, Ali

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition...
CHF 213.59
CHF 213.59
SKU: 9780123846822
Product Type: Books
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Author: Ali Hirsa
Format: Hardcover
Language: English
Subtotal: CHF 213.59
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An Introduction to the Mathematics of Financial Derivatives by Hirsa, Ali

An Introduction to the Mathematics of Financial Derivatives

CHF 213.59
An Introduction to the Mathematics of Financial Derivatives by Hirsa, Ali

An Introduction to the Mathematics of Financial Derivatives

CHF 213.59
Author: Ali Hirsa
Format: Hardcover
Language: English
Description

An 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 knowledge 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-known 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: Ali Hirsa, Salih N. Neftci
Publisher: Academic Press
Published: 12/12/2013
Pages: 444
Binding Type: Hardcover
Weight: 2.09lbs
Size: 9.48h x 7.73w x 1.13d
ISBN: 9780123846822

About the Author
Hirsa, Ali: - Ali Hirsa is a professor and co-director of financial engineering at the Industrial Engineering & Operations Research at Columbia University. He is also Managing Partner at Sauma Capital, LLC and Senior Advisor at DV Trading, LLC where he was Managing Director and Global Head of Quantitative Strategy from June 2016 to August 2017. Ali was a Fellow at Courant Institute of New York University in the Mathematics of Finance Program from 2004 to 2014. He is co-inventor of "Methods for Post Trade Allocation" (US Patent 8,799,146). The method focuses on allocation of filled orders (post-trade) on any security to multiple managed accounts which has to be fair and unbiased. Current existing methods lead to biases and the invention provides a solution to this problem.Neftci, Salih N.: - 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.

Salih Neftci was already suffering from gliosarcoma, a malignant brain cancer, while writing the second edition. It published just 5 months before his death on April 15, 2009.

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