The Mathematics of Derivatives: Tools for Designing Numerical Algorithms
- 作者:Navin,Robert L.
- 出版社:Baker & Taylor Books
- 出版日期:2006-12-05
- 語言:英文
- ISBN10:0470047259
- ISBN13:9780470047255
- 裝訂:精裝 / 189頁 / 15.2 x 23.5 x 1.9 cm / 普通級
"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