عنوان
پدید آورنده
موضوع
رده
HG6024 .A3,N37 2007
HG6024
.
A3
,
N37
2007
کتابخانه
محل استقرار
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
995231
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
General Material Designation
[Book]
Other Title Information
:Tools for Designing Numerical Algorithms
First Statement of Responsibility
/ Robert L. Navin
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
: Wiley
Date of Publication, Distribution, etc.
, 2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 189 p.
Other Physical Details
: ill
SERIES
Series Title
(Wiley finance series)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Bibliography
EXTERNAL INDEXES/ABSTRACTS/REFERENCES NOTE
Name of source
Index
CONTENTS NOTE
Text of 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 and Solutions
TOPICAL NAME USED AS SUBJECT
Derivative securities - Valuation - Mathematical models
اوراق بهادار مشتقه - ارزشگذاری - الگوهای ریاضی
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
Book number
.
A3
,
N37
2007
PERSONAL NAME - PRIMARY RESPONSIBILITY
Navin, Robert L.
ORIGINATING SOURCE
Country
ایران
Agency
Library of Foreign Languages and Islamic resource
ELECTRONIC LOCATION AND ACCESS
Access number
41
Access number
42
Access number
42
Electronic name
41.pdf
Electronic name
42.pdf
Electronic name
42.pdf
old catalog
p
BL
1
a
Y
