Cambridge University Press The Mathematics of Financial Derivatives

Be the first to review this product

 
$95.95

sku: 9780521497893

Availability: Out of stock

 

Quick Overview

  • ISBN: 9780521497893
  • Authors: Paul Wilmott,Sam Howison,Jeff Dewynne
  • Edition: 1
  • Publisher: Cambridge University Press
  • Publication Date: 08/01/1996
Cambridge University Press The Mathematics of Financial Derivatives
 
Diaries sale Zip Pay Music Mayhem Sale
 

Details

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.

Write Your Own Review

Only registered users can write reviews. Please, log in or register

Additional Information

Authors Paul Wilmott,Sam Howison,Jeff Dewynne
Barcode 9780521497893
Brand Cambridge University Press
Edition 1
ISBN 9780521497893
Publication Date 08/01/1996
Publisher Cambridge University Press