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The Mathematics of Derivatives: Tools for Designing Numerical Algorithms

ISBN: 978-0-470-04725-5
Hardcover
208 pages
January 2007
List Price: US $65.00
Government Price: US $33.15
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Other Available Formats: E-book

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.

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