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The mathematics of derivatives : tools for designing numerical algorithms / Robert L. Navin.
Tipo de material:
TextoSeries Wiley finance seriesEditor: Hoboken, N.J. : J. Wiley, c2007Descripción: xiii, 189 páginas : ilustracionesTipo de contenido: - texto
- no mediado
- volumen
- 0470047259
- 9780470047255
- 332.64 N326m 2007
Contenidos:
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.
| Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | |
|---|---|---|---|---|---|---|---|---|---|
| Libro | Biblioteca Central | Colección General | 332.64 N326m 2007 (Navegar estantería(Abre debajo)) | Disponible | GEN | 33409002589707 |
Total de reservas: 0
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Incluye bibliografía.
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.
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