The mathematics of financial derivatives

a student introduction

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Last edited by MARC Bot
July 18, 2024 | History

The mathematics of financial derivatives

a student introduction

  • 5 Want to read

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 modeling of financial derivative products from an applied mathematician's viewpoint, from modeling through analysis to elementary computation. A unified approach to modeling 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.

Publish Date
Pages
317

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Edition Availability
Cover of: Mathematics of Financial Derivatives
Mathematics of Financial Derivatives: A Student Introduction
2012, Cambridge University Press
in English
Cover of: The mathematics of financial derivatives
The mathematics of financial derivatives: a student introduction
1995, Cambridge University Press
Cover of: The mathematics of financial derivatives
The mathematics of financial derivatives: a student introduction
1995, Cambridge University Press
in English

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Book Details


Edition Notes

Includes bibliographical references (p. 308-311) and index.

6

Published in
Oxford ; New York

Classifications

Library of Congress
HG6024.A3 W554 1995

The Physical Object

Pagination
xiii, 317 p. : ill., ; 23 cm.
Number of pages
317

Edition Identifiers

Open Library
OL22115179M
ISBN 10
0521497892
LCCN
95016466
OCLC/WorldCat
238703188
Library Thing
478509
Goodreads
1222459

Work Identifiers

Work ID
OL682705W

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July 18, 2024 Edited by MARC Bot import existing book
December 19, 2023 Edited by ImportBot import existing book
November 20, 2020 Edited by MARC Bot import existing book
October 8, 2020 Edited by ImportBot import existing book
November 7, 2008 Created by ImportBot Imported from The Laurentian Library MARC record