Mathematics of Financial Derivatives A Student Introduction

Name: Mathematics of Financial Derivatives A Student Introduction
Price: 12.18 USD
Availability: InStock
ISBN: 9780521497893

ISBN-10: 0521497892

ISBN-13: 9780521497893

Edition: 1995

Authors: Paul Wilmott, Susan Howson, Jeff Dewynne, Sam Howison

List price: $69.99

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Description:

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…

Book details

List price: $69.99
Copyright year: 1995
Publisher: Cambridge University Press
Publication date: 9/29/1995
Binding: Paperback
Pages: 336
Size: 6.25" wide x 9.25" long x 0.75" tall
Weight: 1.210
Language: English




Basic Option Theory



An introduction to options and markets



Asset price random walks



The Black-Scholes model



Partial differential equations



The Black-Scholes formulae



Variations on the Black-Scholes model



American options



Numerical Methods



Finite-difference methods



Methods for American options



Binomial methods



Further Option Theory



Exotic and path-dependent options



Barrier options



A unifying framework for path-dependent options



Asian options



Lookback options



Options with transaction costs



Interest Rate Derivative Products



Interest rate derivatives



Convertible bonds


Hints to selected exercises


Bibliography


Index