The Mathematics of Financial Derivatives

A Student Introduction

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance
Cover of the book The Mathematics of Financial Derivatives by Paul Wilmott, Sam Howison, Jeff Dewynne, Cambridge University Press
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Author: Paul Wilmott, Sam Howison, Jeff Dewynne ISBN: 9781139635967
Publisher: Cambridge University Press Publication: September 29, 1995
Imprint: Cambridge University Press Language: English
Author: Paul Wilmott, Sam Howison, Jeff Dewynne
ISBN: 9781139635967
Publisher: Cambridge University Press
Publication: September 29, 1995
Imprint: Cambridge University Press
Language: English

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.

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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 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.

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