عنوان
پدید آورنده
موضوع
رده
HG6024 .A3,N37 2007
HG6024
.
A3
,
N37
2007
کتابخانه
محل استقرار
IR
995231
انگلیسی
IR
[Book]
:Tools for Designing Numerical Algorithms
/ Robert L. Navin
Hoboken, N.J.
: Wiley
, 2007.
xiii, 189 p.
: ill
(Wiley finance series)
Print
Bibliography
Index
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 and Solutions
Derivative securities - Valuation - Mathematical models
اوراق بهادار مشتقه - ارزشگذاری - الگوهای ریاضی
HG6024
.
A3
,
N37
2007
Navin, Robert L.
ایران
Library of Foreign Languages and Islamic resource
41
42
42
41.pdf
42.pdf
42.pdf
old catalog
p
BL
1
a
Y
