The mathematics of financial derivatives
a student introduction
by Paul Wilmott
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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.
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| Edition | Availability |
|---|---|
1
Mathematics of Financial Derivatives: A Student Introduction
2012, Cambridge University Press
in English
051181254X 9780511812545
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2
The mathematics of financial derivatives: a student introduction
1995, Cambridge University Press
0521497892 9780521497893
|
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3
The mathematics of financial derivatives: a student introduction
1995, Cambridge University Press
in English
0521496993 9780521496995
|
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Includes bibliographical references (p. 308-311) and index.
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| July 18, 2024 | Edited by MARC Bot | import existing book |
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