UID:
almafu_9959327281102883
Format:
1 online resource (xiii, 189 pages) :
,
illustrations
ISBN:
9781119197034
,
1119197031
,
9780470099773
,
0470099771
Series Statement:
Wiley finance series
Content:
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.
Note:
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.
Additional Edition:
Print version: Navin, Robert L. Mathematics of derivatives. Hoboken, N.J. : Wiley, ©2007 ISBN 0470047259
Additional Edition:
ISBN 9780470047255
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119197034
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119197034
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119197034
