Library of American University of Madaba
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Navin, Robert L.
The mathematics of derivatives : tools for designing numerical algorithms / Robert L. Navin. - Hoboken, NJ : Wiley, 2007. - xiii, 189 p. : ill. ; 24 cm. - Wiley finance series .
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.
0470047259 (cloth) 9780470047255 (cloth)
Derivative securities--Valuation--Mathematical models.
HG6024.A3
332.6457015181 / N326
The mathematics of derivatives : tools for designing numerical algorithms / Robert L. Navin. - Hoboken, NJ : Wiley, 2007. - xiii, 189 p. : ill. ; 24 cm. - Wiley finance series .
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.
0470047259 (cloth) 9780470047255 (cloth)
Derivative securities--Valuation--Mathematical models.
HG6024.A3
332.6457015181 / N326