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Professor Salih Neftci was born in Kirkuk from a family connected with oil fields but that had themselves emigrated from Turkmenistan... and he made his way to the highest circles of Istanbul, NY, London. He completed his PhD at the University of Minnesota and subsequently taught at George Washington University and at Columbia University where he was an adjunct professor. He maintained close links with US academia and Wall St., throughout his life through his full professorship at the Graduate School, City University of New York (CUNY).He became best known for his book An Introduction to the Mathematics of Pricing Financial Derivatives - which became a andard text in many university derivatives courses. He was one of the most productive researchers in financial economics and taught in the areas of numerical methods in asset pricing, the mathematics of financial derivatives, emerging market asset trading strategies and advanced risk management. Professor Neftci passed away on 16th April 2009 in a hospital in Switzerland where he was being treated for cancer.
1.FX Short Positions, Balance Sheets and Financial Turbulence:An Interpretation of the Asian Financial Crisis
2.Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?
3.Value at Risk Calculations,Extreme Events, and Tail Estimation
4.SWAP CURVE DYNAMICS IN HONG KONG:AN INTERPRETATION
5.Pricing and Hedging of Contingent Credit Lines
6.Puttable and Extendible Bonds:Developing Interest Rate Derivatives for Emerging Markets
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