The Mathematics of Derivatives: Tools for Designing Numerical Algorithms
3/5
()
About this ebook
"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
Related to The Mathematics of Derivatives
Titles in the series (100)
Mergers: What Can Go Wrong and How to Prevent It Rating: 0 out of 5 stars0 ratingsThe Risk Management Process: Business Strategy and Tactics Rating: 4 out of 5 stars4/5Convertible Arbitrage: Insights and Techniques for Successful Hedging Rating: 4 out of 5 stars4/5Private Equity: History, Governance, and Operations Rating: 0 out of 5 stars0 ratingsBusiness Exit Planning: Options, Value Enhancement, and Transaction Management for Business Owners Rating: 5 out of 5 stars5/5Financial Simulation Modeling in Excel: A Step-by-Step Guide Rating: 3 out of 5 stars3/5Risk Budgeting: Portfolio Problem Solving with Value-at-Risk Rating: 0 out of 5 stars0 ratingsFinancial Modeling Using Excel and VBA Rating: 0 out of 5 stars0 ratingsEnergy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging Rating: 1 out of 5 stars1/5The Exchange-Traded Funds Manual Rating: 0 out of 5 stars0 ratingsRisk Transfer: Derivatives in Theory and Practice Rating: 0 out of 5 stars0 ratingsInvestment Leadership: Building a Winning Culture for Long-Term Success Rating: 0 out of 5 stars0 ratingsThe Business of Options: Time-Tested Principles and Practices Rating: 0 out of 5 stars0 ratingsSalomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities Rating: 0 out of 5 stars0 ratingsEnvironmental Finance: A Guide to Environmental Risk Assessment and Financial Products Rating: 1 out of 5 stars1/5Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms Rating: 0 out of 5 stars0 ratingsInvestor's Guide to Loss Recovery: Rights, Mediation, Arbitration, and other Strategies Rating: 0 out of 5 stars0 ratingsThe Securitization Markets Handbook: Structures and Dynamics of Mortgage- and Asset-backed Securities Rating: 0 out of 5 stars0 ratingsHow to Create and Manage a Hedge Fund: A Professional's Guide Rating: 4 out of 5 stars4/5Asian Financial Statement Analysis: Detecting Financial Irregularities Rating: 0 out of 5 stars0 ratingsMiddle Market M & A: Handbook for Investment Banking and Business Consulting Rating: 4 out of 5 stars4/5Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance Rating: 2 out of 5 stars2/5Private Equity: Transforming Public Stock to Create Value Rating: 0 out of 5 stars0 ratingsInternational Applications of U.S. Income Tax Law: Inbound and Outbound Transactions Rating: 0 out of 5 stars0 ratingsInvestment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring and Optimization Rating: 4 out of 5 stars4/5Investing in Fixed Income Securities: Understanding the Bond Market Rating: 0 out of 5 stars0 ratingsThe Mechanics of Securitization: A Practical Guide to Structuring and Closing Asset-Backed Security Transactions Rating: 0 out of 5 stars0 ratingsStrategic Corporate Tax Planning Rating: 0 out of 5 stars0 ratingsReal Estate Market Valuation and Analysis Rating: 0 out of 5 stars0 ratingsPairs Trading: Quantitative Methods and Analysis Rating: 3 out of 5 stars3/5
Related ebooks
Linear Factor Models in Finance Rating: 4 out of 5 stars4/5Advanced Modelling in Finance using Excel and VBA Rating: 3 out of 5 stars3/5Multi-moment Asset Allocation and Pricing Models Rating: 0 out of 5 stars0 ratingsQuantitative Finance: Its Development, Mathematical Foundations, and Current Scope Rating: 0 out of 5 stars0 ratingsAdvanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Practical Financial Econometrics Rating: 0 out of 5 stars0 ratingsAn Introduction to the Mathematics of Financial Derivatives Rating: 5 out of 5 stars5/5Portfolio Risk Analysis Rating: 4 out of 5 stars4/5Copula Methods in Finance Rating: 0 out of 5 stars0 ratingsModeling and Forecasting Electricity Loads and Prices: A Statistical Approach Rating: 0 out of 5 stars0 ratingsMacrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsStochastic Simulation and Applications in Finance with MATLAB Programs Rating: 3 out of 5 stars3/5Structured Finance: The Object Oriented Approach Rating: 0 out of 5 stars0 ratingsThe LIBOR Market Model in Practice Rating: 0 out of 5 stars0 ratingsPricing and Hedging Interest and Credit Risk Sensitive Instruments Rating: 0 out of 5 stars0 ratingsLearning and Expectations in Macroeconomics Rating: 4 out of 5 stars4/5Statistical Inference via Convex Optimization Rating: 0 out of 5 stars0 ratingsExtreme Events: Robust Portfolio Construction in the Presence of Fat Tails Rating: 0 out of 5 stars0 ratingsActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns Rating: 0 out of 5 stars0 ratingsModern Computational Finance: AAD and Parallel Simulations Rating: 0 out of 5 stars0 ratingsDerivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options Rating: 3 out of 5 stars3/5Systemic Liquidity Risk and Bipolar Markets: Wealth Management in Today's Macro Risk On / Risk Off Financial Environment Rating: 0 out of 5 stars0 ratingsExtreme Events in Finance: A Handbook of Extreme Value Theory and its Applications Rating: 0 out of 5 stars0 ratingsTactical Portfolios: Strategies and Tactics for Investing in Hedge Funds and Liquid Alternatives Rating: 0 out of 5 stars0 ratingsOption Pricing Models and Volatility Using Excel-VBA Rating: 4 out of 5 stars4/5Applied Quantitative Methods for Trading and Investment Rating: 4 out of 5 stars4/5Handbook of Alternate Assets Rating: 3 out of 5 stars3/5Quantitative Financial Risk Management Rating: 0 out of 5 stars0 ratingsHedge Fund Course Rating: 1 out of 5 stars1/5The Art of Credit Derivatives: Demystifying the Black Swan Rating: 4 out of 5 stars4/5
Finance & Money Management For You
The Psychology of Money: Timeless lessons on wealth, greed, and happiness Rating: 5 out of 5 stars5/5The Great Reset: And the War for the World Rating: 4 out of 5 stars4/5The 7 Habits of Highly Effective People: 15th Anniversary Infographics Edition Rating: 5 out of 5 stars5/5Capitalism and Freedom Rating: 4 out of 5 stars4/5Set for Life: An All-Out Approach to Early Financial Freedom Rating: 4 out of 5 stars4/5The Richest Man in Babylon Rating: 4 out of 5 stars4/5Principles: Life and Work Rating: 4 out of 5 stars4/5Just Keep Buying: Proven ways to save money and build your wealth Rating: 5 out of 5 stars5/5The Great Awakening: Defeating the Globalists and Launching the Next Great Renaissance Rating: 4 out of 5 stars4/5The Total Money Makeover by Dave Ramsey: Summary and Analysis Rating: 4 out of 5 stars4/5The Tax and Legal Playbook: Game-Changing Solutions To Your Small Business Questions Rating: 3 out of 5 stars3/5Buy, Rehab, Rent, Refinance, Repeat: The BRRRR Rental Property Investment Strategy Made Simple Rating: 5 out of 5 stars5/5The Freedom Shortcut: How Anyone Can Generate True Passive Income Online, Escape the 9-5, and Live Anywhere Rating: 5 out of 5 stars5/5Financial Words You Should Know: Over 1,000 Essential Investment, Accounting, Real Estate, and Tax Words Rating: 4 out of 5 stars4/5Wealthology: The Science of Smashing Money Blocks Rating: 3 out of 5 stars3/5How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition Rating: 5 out of 5 stars5/5Retire Before Mom and Dad: The Simple Numbers Behind A Lifetime of Financial Freedom Rating: 4 out of 5 stars4/5The Book on Advanced Tax Strategies: Cracking the Code for Savvy Real Estate Investors Rating: 4 out of 5 stars4/5The Lifestyle Investor: The 10 Commandments of Cash Flow Investing for Passive Income and Financial Freedom Rating: 5 out of 5 stars5/5You Can Be a Stock Market Genius: Uncover the Secret Hiding Places of Stock Market P Rating: 4 out of 5 stars4/5Family Trusts: A Guide for Beneficiaries, Trustees, Trust Protectors, and Trust Creators Rating: 5 out of 5 stars5/5All Your Worth: The Ultimate Lifetime Money Plan Rating: 5 out of 5 stars5/5The Physics of Wall Street: A Brief History of Predicting the Unpredictable Rating: 4 out of 5 stars4/5
Reviews for The Mathematics of Derivatives
1 rating0 reviews