| Document Type
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BL
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| Record Number
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983809
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| Doc. No
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b738179
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| Main Entry
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Navin, Robert L.
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| Title & Author
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The mathematics of derivatives : : tools for designing numerical algorithms /\ Robert L. Navin.
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| Publication Statement
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Hoboken, N.J. :: Wiley,, ©2007.
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| Series Statement
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Wiley finance series
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| Page. NO
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1 online resource (xiii, 189 pages) :: illustrations
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| ISBN
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0470099771
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: 1119197031
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: 9780470099773
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: 9781119197034
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0470047259
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9780470047255
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| Bibliographies/Indexes
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Includes bibliographical references (page 178) and index.
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| Contents
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Introduction to the techniques of derivative modeling -- Preliminary mathematical tools -- Stochastic calculus -- Applications of stochastic calculus to finance -- From stochastic processes formalism to differential equation formalism -- Understanding the Black-Scholes equation -- Interest rate hedging -- Interest rate derivatives : HJM models -- Differential equations, boundary conditions and solutions -- Credit spreads -- Specific models -- Exercises -- Solutions.
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| Abstract
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Praise for The Mathematics of Derivatives ""The Mathematics of Derivatives provides a concise pedagogical discussion of both fundamental and very recent developments in mathematical finance, and is particularly well suited for readers with a science or engineering background. It is written from the point of view of a physicist focused on providing an understanding of the methodology and the assumptions behind derivative pricing. Navin has a unique and elegant viewpoint, and will help mathematically sophisticated readers rapidly get up to speed in the latest Wall Street f.
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| Subject
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Derivative securities-- Valuation-- Mathematical models.
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| Subject
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BUSINESS ECONOMICS-- Investments Securities-- General.
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| Subject
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Derivative securities-- Valuation-- Mathematical models.
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| Dewey Classification
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332.64/57015181
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| LC Classification
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HG6024.A3N37 2007eb
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