عنوان
پدید آورنده
موضوع
رده
HG6024.A3 N37 2007eb
HG6024
.
A3
N37
2007eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0470099771
(Number (ISBN
1119197031
(Number (ISBN
9780470099773
(Number (ISBN
9781119197034
Erroneous ISBN
0470047259
Erroneous ISBN
9780470047255
NATIONAL BIBLIOGRAPHY NUMBER
Number
b738179
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
The mathematics of derivatives :
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
1 online resource (xiii, 189 pages) :
Other Physical Details
illustrations
SERIES
Series Title
Wiley finance series
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (page 178) and 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 -- Solutions.
0
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
OverDrive, Inc.
Source for Acquisition/Subscription Address
OverDrive, Inc.
Stock Number
B21307D8-C55D-47B6-BD7C-228275852E9F
OTHER EDITION IN ANOTHER MEDIUM
Title
Mathematics of derivatives.
International Standard Book Number
9780470047255
TOPICAL NAME USED AS SUBJECT
Derivative securities-- Valuation-- Mathematical models.
BUSINESS & ECONOMICS-- Investments & Securities-- General.
Derivative securities-- Valuation-- Mathematical models.
(SUBJECT CATEGORY (Provisional
BUS-- 036000
DEWEY DECIMAL CLASSIFICATION
Number
332
.
64/57015181
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
Book number
N37
2007eb
PERSONAL NAME - PRIMARY RESPONSIBILITY
Navin, Robert L.
ORIGINATING SOURCE
Date of Transaction
20201203232132.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
