Neftci, Salih
From WilmottWiki
Salih Neftci is at the Graduate School of City University of New York and in financial economics at the Graduate Faculty of the New School. He also has teaching assignments at HEC, Lausanne University. Professor Neftci is the Head of FAME Certificate program and is a visiting professor at the ISMA Centre, Reading University.
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Research interests
- Numerical methods in financial asset pricing
- Applications of the theory of extremes to risk management
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Books
- An Introduction to the Mathematics of Financial Derivatives, Academic Press, 2000 Available here
- Principles of Financial Engineering, Academic Press, 2004 Available here
