The mathematics of derivatives
Subtitle: tools for designing numerical algorithms
By: Robert L. Navin.
Series: Wiley finance series
Publisher: Wiley
Published: 2007
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 189
ISBN-13: 9780470047255
Subjects: Derivative securities -- Valuation -- Mathematical models
Notes: Includes bibliographical references (p. 178) and index.
Table of contents: title: Introduction to the techniques of derivative modeling; title: Preliminary mathematical tools; title: Stochastic calculus; title: Applications of stochastic calculus to finance; title: From stochastic processes formalism to differential equation formalism; title: Understanding the Black-Scholes equation; title: Interest rate hedging; title: Interest rate derivatives : HJM models; title: Differential equations, boundary conditions and solutions; title: Credit spreads; title: Specific models; title: Exercises; title: Solutions.