The Mathematics of Financial Derivatives: A Student Introduction

Wilmott, Paul

ISBN 10: 0521497892 / ISBN 13: 9780521497893

Edité par Cambridge University Press, 1995

A propos de cet article

Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).

N° de réf. du vendeur 000272963U

Détails bibliographiques

• Titre: The Mathematics of Financial Derivatives: A Student Introduction
• Éditeur: Cambridge University Press
• Date de parution: 1995
• Langue: anglais
• ISBN à 10 chiffres: 0521497892
• ISBN à 13 chiffres: 9780521497893
• Reliure: paperback
• Édition: 1st Edition.
• État de l'article: Good

A propos de ce titre

Synopsis

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.

Revue de presse

'The layout is good and clear, so is the style of notation ... overall this is an excellent tool for both mathematicians interested in the world of finance as well as finance practitioners keen to rebuild the foundations of their knowledge.' Rudi Bogni, The Times Higher Education Supplement

'The book is pleasantly readable and gives a good introduction.' C. Praagman, ITW Nieuws