The Mathematics of Derivatives: Tools for Designing Numerical Algorithms
Robert L. Navin
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 ... Read more
"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
Product Details
About Robert L. Navin
Reviews for The Mathematics of Derivatives: Tools for Designing Numerical Algorithms