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The mathematics of derivatives [[electronic resource] ] : tools for designing numerical algorithms / / Robert L. Navin
| The mathematics of derivatives [[electronic resource] ] : tools for designing numerical algorithms / / Robert L. Navin |
| Autore | Navin Robert L |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2007 |
| Descrizione fisica | 1 online resource (207 p.) |
| Disciplina | 332.6457015181 |
| Collana | Wiley finance series |
| Soggetto topico | Derivative securities - Valuation - Mathematical models |
| ISBN |
1-119-19703-1
1-280-82700-9 9786610827008 0-470-09977-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910143685203321 |
Navin Robert L
|
||
| Hoboken, N.J., : Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The mathematics of derivatives [[electronic resource] ] : tools for designing numerical algorithms / / Robert L. Navin
| The mathematics of derivatives [[electronic resource] ] : tools for designing numerical algorithms / / Robert L. Navin |
| Autore | Navin Robert L |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2007 |
| Descrizione fisica | 1 online resource (207 p.) |
| Disciplina | 332.6457015181 |
| Collana | Wiley finance series |
| Soggetto topico | Derivative securities - Valuation - Mathematical models |
| ISBN |
1-119-19703-1
1-280-82700-9 9786610827008 0-470-09977-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910830660103321 |
|
Navin Robert L
|
||
| Hoboken, N.J., : Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The mathematics of derivatives : tools for designing numerical algorithms / / Robert L. Navin
| The mathematics of derivatives : tools for designing numerical algorithms / / Robert L. Navin |
| Autore | Navin Robert L |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2007 |
| Descrizione fisica | 1 online resource (207 p.) |
| Disciplina | 332.64/57015181 |
| Collana | Wiley finance series |
| Soggetto topico | Derivative securities - Valuation - Mathematical models |
| ISBN |
1-119-19703-1
1-280-82700-9 9786610827008 0-470-09977-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910877324103321 |
|
Navin Robert L
|
||
| Hoboken, N.J., : Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||