The Leading eBooks Store Online 3,863,569 members ⚫ 1,270,059 ebooks

New to

Learn more

The Mathematics of Financial Derivatives

A Student Introduction

The Mathematics of Financial Derivatives by Paul Wilmott
Buy this eBook
US$ 56.00 US$ 50.50
(If any tax is payable it will be calculated and shown at checkout.)
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.
Cambridge University Press; September 1995
336 pages; ISBN 9781139635967
Read online, or download in secure EPUB or secure PDF format
Title: The Mathematics of Financial Derivatives
Author: Paul Wilmott; Sam Howison; Jeff Dewynne