9780470047255 (cloth)
IR
E-6884
انگلیسی
IR
The mathematics of derivatives
[Book]
:tools for designing numerical algorithms
/ Robert L. Navin
Hoboken, N.J.
: Wiley
, 2007.
xiii, 189 p. , ill. , 24 cm.
(Wiley finance series.)
Print
Includes bibliographical references (p. 178) and 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 -- Solutions.
Derivative securities, Valuation- Mathematical models
HG6024
.
A3N37
2007
Navin, Robert L.
ایران
old catalog
p
BL
1
a
Y
