[学科前沿] The mathematics of derivatives [推广有奖]

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harvestfly 发表于 2009-8-10 12:29:22 |AI写论文

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The mathematics of derivatives: tools for designing numerical algorithms
Robert L. NavinJohn
Wiley & Sons 2007
1 Introduction to the Techniques of Derivative Modeling
2  Preliminary Mathematical Tools
3  Stochastic Calculus
4  Applications of Stochastic Calculus to Finance
5  From Stochastic Processes Formalism to Differential Equation Formalism
6  Understanding the Black-Scholes Equation
7  Interest Rate Hedging
8  Interest Rate Derivatives: HJM Models
9  Differential Equations, Boundary Conditions, and Solutions
10 Credit Spreads
11 Specific Models
这本书比较简洁，实用，速成。后面专门有第12章习题和第13章解答。