The mathematics of derivatives : Tools for designing numerical algorithms
This book 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 understandin...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
Hoboken, N.J.
Wiley
2007
|
| Những chủ đề: | |
| Các nhãn: |
Thêm thẻ
Không có thẻ, Là người đầu tiên thẻ bản ghi này!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
| LEADER | 01479nam a2200229Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_165967 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 65 | ||
| 082 | |a 332.6457015181 | ||
| 082 | |b N326 | ||
| 100 | |a Navin, Robert L. | ||
| 245 | 4 | |a The mathematics of derivatives : | |
| 245 | 0 | |b Tools for designing numerical algorithms | |
| 245 | 0 | |c Robert L. Navin | |
| 260 | |a Hoboken, N.J. | ||
| 260 | |b Wiley | ||
| 260 | |c 2007 | ||
| 520 | |a This book 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. 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. 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. | ||
| 650 | |a Derivative securities,Chứng khoáng phái sinh | ||
| 650 | |x Valuation,Mathematical models,Sự định giá,Mô hình toán học | ||
| 904 | |i Dinh Thu, Bạch Trúc | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||