The mathematics of financial derivatives

a student introduction

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August 18, 2020 | History

The mathematics of financial derivatives

a student introduction

  • 0 Ratings
  • 3 Want to read
  • 0 Currently reading
  • 0 Have 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
Language
English
Pages
317

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Previews available in: English

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
in English
Cover of: The mathematics of financial derivatives
The mathematics of financial derivatives: a student introduction
1995, Cambridge University Press

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Book Details


Edition Notes

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

Published in
Oxford, New York

Classifications

Dewey Decimal Class
332.63/228
Library of Congress
HG6024.A3 W554 1995

The Physical Object

Pagination
xiii, 317 p. ;
Number of pages
317

ID Numbers

Open Library
OL784325M
Internet Archive
mathematicsfinan00wilm
ISBN 10
0521496993, 0521497892
LCCN
95016466
Library Thing
478509
Goodreads
3583675
1222459

Source records

Better World Books record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
August 18, 2020 Edited by ImportBot import existing book
April 6, 2014 Edited by ImportBot Added IA ID.
July 30, 2010 Edited by IdentifierBot added LibraryThing ID
April 25, 2010 Edited by Open Library Bot Add goodreads IDs.
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record