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عنوان
The mathematics of derivatives
پدید آورنده
/ Robert L. Navin
موضوع
Derivative securities, Valuation- Mathematical models
رده
HG6024
.
A3N37
2007
کتابخانه
Central Library, Center of Documentation and Supply of Scientific Resources
محل استقرار
استان:
East Azarbaijan
ـ شهر:
تماس با کتابخانه :
04133443834
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470047255 (cloth)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
E-6884
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
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
xiii, 189 p. , ill. , 24 cm.
SERIES
Series Title
(Wiley finance series.)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 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.
TOPICAL NAME USED AS SUBJECT
Derivative securities, Valuation- Mathematical models
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
Book number
.
A3N37
2007
PERSONAL NAME - PRIMARY RESPONSIBILITY
Navin, Robert L.
ORIGINATING SOURCE
Country
ایران
old catalog
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