The Mathematics of Financial Derivatives: A Student Introduction

Wilmott, Paul, Howison, Sam, Dewynne, Jeff

ISBN 10: 0521496993 / ISBN 13: 9780521496995

Edité par Cambridge University Press, 1995

333 pp., hardcover, NEW!! - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1342359

Synopsis :

The authors describe the modelling of financial derivative products from an applied mathematician's viewpoint.

Présentation de l'éditeur: 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; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over 140 exercises are included. This volume will become the standard introduction to this exciting new field for advanced undergraduate students.

Détails bibliographiques

Titre : The Mathematics of Financial Derivatives: A ...
Éditeur : Cambridge University Press
Date d'édition : 1995
Reliure : Couverture rigide
Etat : New