The mathematics of derivatives : tools for designing numerical algorithms
Robert L. Navin
| Year of publication: |
c 2007
|
|---|---|
| Authors: | Navin, Robert L. |
| Publisher: |
Hoboken, NJ : WIley |
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Theorie | Theory | Derivat <Wertpapier> | Bewertung | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XIII, 189 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references Summary of 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 -- Modeling exercises -- Solutions 0611 |
| ISBN: | 0-470-04725-9 ; 978-0-470-04725-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003330403