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The Mathematics of Derivatives Tools for Designing Numerical Algorithms

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Robert L. Navin, "The Mathematics of Derivatives: Tools for Designing Numerical Algorithms"
2006 | pages: 208 | ISBN: 0470047259 | PDF | 0,8 mb

Praise for The Mathematics of Derivatives
"The Mathematics of Derivatives provides a concisepedagogical discussion of both fundamental and very recentdevelopments in mathematical finance, and is particularly wellsuited for readers with a science or engineering background. It iswritten from the point of view of a physicist focused on providingan understanding of the methodology and the assumptions behindderivative pricing. Navin has a unique and elegant viewpoint, andwill help mathematically sophisticated readers rapidly get up tospeed in the latest Wall Street financial innovations."
-David Montano, Managing Director JPMorganSecurities
A stylish and practical introduction to the key concepts infinancial mathematics, this book tackles key fundamentals in thesubject in an intuitive and refreshing manner whilst also providingdetailed analytical and numerical schema for solving interestingderivatives pricing problems. If Richard Feynman wrote anintroduction to financial mathematics, it might look similar. Theproblem and solution sets are first rate."
-Barry Ryan, Partner Bhramavira Capital Partners,London
"This is a great book for anyone beginning (or contemplating), acareer in financial research or analytic programming. Navindissects a huge, complex topic into a series of discrete, concise,accessible lectures that combine the required mathematical theorywith relevant applications to real-world markets. I wish this bookwas around when I started in finance. It would have saved me a lotof time and aggravation."
-Larry Magargal

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