The Mathematics of Financial Derivatives: A Student Introduction
In stock
The Mathematics of Financial Derivatives: A Student Introduction
$33.00
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.
Book Details
- Authors: Paul Wilmott, Sam Howison, Jeff Dewynne
- Publisher: Cambridge University Press
- eBook ISBN: 9780511251948, 0511251947
- Print ISBN: 9780521497893, 0521497892
Product Details
You May Also Like
View all →
Advances in Computer Science and Information Technology: First International Conference on Computer Science and Information Technology, CCSIT 2011, Bangalore, India, January 2-4, 2011. Proceedings, Part I
Designing Democracy Re-education and the America Houses (19451961)- The American Information Centers and their Involvement in Democratic: Re-education in Western Germany and West Berlin from 1945 to 1961
Advances in Neuroergonomics and Cognitive Engineering: Proceedings of the AHFE 2016 International Conference on Neuroergonomics and Cognitive Engineering, July 27-31, 2016, Walt Disney World®, Florida, USA
