The Mathematics of Derivatives: Tools for Designing Numerical Algorithms - Couverture rigide

Navin, Robert L.

Couverture rigide

ISBN 10 : 0470047259 ISBN 13 : 9780470047255

Editeur : John Wiley & Sons Inc, 2007

Synopsis

Praise for The Mathematics of Derivatives

"The Mathematics of Derivatives provides a concise pedagogical discussion of both fundamental and very recent developments in mathematical finance, and is particularly well suited for readers with a science or engineering background. It is written from the point of view of a physicist focused on providing an understanding of the methodology and the assumptions behind derivative pricing. Navin has a unique and elegant viewpoint, and will help mathematically sophisticated readers rapidly get up to speed in the latest Wall Street financial innovations."
--David Montano, Managing Director JPMorgan Securities

A stylish and practical introduction to the key concepts in financial mathematics, this book tackles key fundamentals in the subject in an intuitive and refreshing manner whilst also providing detailed analytical and numerical schema for solving interesting derivatives pricing problems. If Richard Feynman wrote an introduction to financial mathematics, it might look similar. The problem and solution sets are first rate."
--Barry Ryan, Partner Bhramavira Capital Partners, London

"This is a great book for anyone beginning (or contemplating), a career in financial research or analytic programming. Navin dissects a huge, complex topic into a series of discrete, concise, accessible lectures that combine the required mathematical theory with relevant applications to real-world markets. I wish this book was around when I started in finance. It would have saved me a lot of time and aggravation."
--Larry Magargal

A propos du livre

À propos de l'auteur

ROBERT L. NAVIN founded Real Time Risk Systems LLC in July 2004. Prior to this, he helped set up a hedge fund in 2002 that grew to more than $1 billion in assets under management during its first year. Navin was previously at Highbridge Capital Management as head of quantitative analysis from 1997 to 2002. He graduated with an MS and a PhD in theoretical particle physics from the California Institute of Technology in 1993.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0470047259
• ISBN 13: 9780470047255
• Reliure: Relié
• Nombre de pages: 208
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible