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Apr 17

Salih Neftci (1947-2009) passed away

Posted by abiao at 12:22 | News | Comments(12) | Reads(13383)
Bad news for all of us, Professor Neftci passed away yesterday in Geneva.

He is a such an important person to my quant-related life, his book Introduction to the Mathematics Of Financial Derivatives is so clear and easy to understand for anybody without any stochastic background, which helped me to work through my first master thesis at 2004; and his another book Principles of Financial Engineering is almost a must-owned one...

Silent Salute!


Tags:
what a pity
Great loss ! Untimely death...will be missed...may he rest in peace...
Rest in Peace
i am from Taiwan and used to take his course in ICMA, UK in 2007,he was a really a great educator...his students are everywherer in the world...some of my friends said they met him in HK in 2008, we r really shocked .....dear Professor Salih Neftci, may your soul rest in peace...
Paul McNelis
Great friend and collaborator for many years, great loss to academic and professional education and those eager for innovation in research.
Requiesat in pace.
very shocked and sad....just got the news hours ago....set up a space to memorize Neftci,come and leave your message: http://sneftci.spaces.live.com/
abiao replied on 2009/04/22 15:27
The away of Professor Salih Neftci is truly a big loss. Thanks for the space, will have to visit at home.
Rest in Peace
Phil Rothman Email Homepage
This is a terrible loss, and my thoughts go out to Salih's family.

The research area my disseration advisor at NYU, James Ramsey, introduced me to was started by a truly seminal article Salih published in the prestigious 'Journal of Political Economy' in 1984. Over the years I met Salih many times and he was always friendly, enthusiastic, and helpful.

May his name be a blessing.
I had this wonderful man as a teacher at Kent State University,  he was a great great teacher.  Wonderful in fact I had to buy all his books.   How he finds a way to explain things in such a simple manner is beyond me.

I wonderful man,  a sad day for the world, and my thoughts to Neftci's family.  

Rest in Peace.
I know him through reading his book "Principle of Financial Enginerring".
He is a very good writer. I am shocked when I find out this news an hour ago.

Rest in peace.
Professor Neftci is one of top quant finance educators in the world and my most favorite writer in quant finance area. Rest in Peace.
I am not a mathematics graduate, yet when I read this master teachers work - An Introduction to the Mathematics of Financial Derivatives - I am totally at home. What a wonderful book.

Equally brilliant is yet another work of his - Principles of Financial Engineering. After having read 5 or so chapters from these two books I've decided to enroll myself into New University's Global Finance Program, but my wish would now remain unfulfilled. I am deeply shattered by this loss.

I thank Prof. Salih Neftci for all the necessary motivation that he has provided to thousands of students like me. May he rest in peace.
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