Publications
Robert L. Navin, The Mathematics of Derivatives: Tools for Designing Numerical Algorithms
, Wiley, December 2006. Chinese translation, December 2014.
Robert L. Navin, "Convertible Bond Valuation: 20 Out Of 30 Day Soft-Call", from “Proceedings of the Ieee/Iafe 1999 Conference on Computational Intelligence for Financial Engineering (Cifer): March 28-30, 1999 New York City”, pp198-218, publ. IEEE 1999 (& 2004).
Barry Ryan, Gunnar Klinkhammer and Robert L. Navin, "Calculating Average Life for Bonds with Embedded Options", from “Option Embedded Bonds: Price Analysis, Credit Risk, & Investment Strategies
”, pp111-125,
publ. Irwin Professional Publishing 1996.
Kiplin Perkins, "An Analytic Second-Order Dividend Correction for Variance Swap Contracts on Stock Indices", Real Time Risk Systems Preprint, April 2008.
Kiplin Perkins, Robert L. Navin, "A Modified Crank-Nicolson Method for Valuing Option Embedded Bonds using the Hull-White interest rate model", Real Time Risk Systems Preprint, October 2008.
, Wiley, December 2006. Chinese translation, December 2014.Robert L. Navin, "Convertible Bond Valuation: 20 Out Of 30 Day Soft-Call", from “Proceedings of the Ieee/Iafe 1999 Conference on Computational Intelligence for Financial Engineering (Cifer): March 28-30, 1999 New York City”, pp198-218, publ. IEEE 1999 (& 2004).
Barry Ryan, Gunnar Klinkhammer and Robert L. Navin, "Calculating Average Life for Bonds with Embedded Options", from “Option Embedded Bonds: Price Analysis, Credit Risk, & Investment Strategies
”, pp111-125,
publ. Irwin Professional Publishing 1996.Kiplin Perkins, "An Analytic Second-Order Dividend Correction for Variance Swap Contracts on Stock Indices", Real Time Risk Systems Preprint, April 2008.
Kiplin Perkins, Robert L. Navin, "A Modified Crank-Nicolson Method for Valuing Option Embedded Bonds using the Hull-White interest rate model", Real Time Risk Systems Preprint, October 2008.
