Mathematics of Financial Derivatives A Student Introduction
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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 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.
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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $69.99
Copyright year: 1995
Publisher: Cambridge University Press
Publication date: 9/29/1995
Size: 6.25" wide x 9.25" long x 0.75" tall
|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|
|Methods for American options|
|Further Option Theory|
|Exotic and path-dependent options|
|A unifying framework for path-dependent options|
|Options with transaction costs|
|Interest Rate Derivative Products|
|Interest rate derivatives|
|Hints to selected exercises|