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The mathematics of derivatives : tools for designing numerical algorithms

Author: Robert L Navin
Publisher: Hoboken, N.J. : Wiley, ©2007.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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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  Read more...

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Navin, Robert L.
Mathematics of derivatives.
Hoboken, N.J. : Wiley, ©2007
(DLC) 2006017013
(OCoLC)70045770
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Robert L Navin
ISBN: 9781119197034 1119197031 9780470099773 0470099771
OCLC Number: 123954883
Description: 1 online resource (xiii, 189 pages) : illustrations
Contents: 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.
Responsibility: Robert L. Navin.

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