The Mathematics of Derivatives: Tools for Designing Numerical AlgorithmsISBN: 978-0-470-04725-5
Hardcover
208 pages
January 2007
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ROBERT L. NAVIN founded Real Time Risk Systems LLC in July
2004. Prior to this, he helped set up a hedge fund in 2002 that
grew to more than $1 billion in assets under management during its
first year. Navin was previously at Highbridge Capital Management
as head of quantitative analysis from 1997 to 2002. He graduated
with an MS and a PhD in theoretical particle physics from the
California Institute of Technology in 1993.