The Mathematics of Financial Derivatives: A Student Introduction - A Student Introduction - Paul Wilmott, Sam Howison, Jeff Dewynne, Susan Howson (1995)
ISBN 0521497892
Subject Options (Finance) - Mathematical models; Options (Finance) - Prices; Derivative securities - Mathematical models
Publisher Cambridge University Press
Publication Date 9/29/1995
Format Paperback (226 x 152 mm)
Language English
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation. The authors present a unified approach to modeling derivative products as partial differential equations, using numerical solutions where appropriate. The authors assume some mathematical background, but provide clear explanations for material beyond elementary calculus, probability, and algebra. This volume will become the standard introduction for advanced undergraduate students to this exciting new field.
Personal Details
Collection Status In Collection
Index 1559
Read It Yes
Loaned To ajay mahato
Loan Date 7/19/2010
Due Date 8/30/2010
Overdue Yes
Links Amazon US
Barnes & Noble
Product Details
LoC Classification HG6024.A3W554 1995
Dewey 332.63/228
Cover Price $50.00
No. of Pages 317
Original Publication Year 1995