Wilmott, Paul; Howison, Sam; Dewynne, Jeff
The Mathematics of Financial Derivatives: A Student Introduction
# ISBN 13: 9780521497893

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. Indeed, 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 to analysis to elementary computation. The authors present a unified approach to modeling derivative products as partial differential equations, using numerical solutions where appropriate. The authors assume some mathematical background, but provide clear explanations for material beyond elementary calculus, probability, and algebra. This volume will become the standard introduction for advanced undergraduate students to this exciting new field.

*"synopsis" may belong to another edition of this title.*

The rapidly growing area of finance is an expanding source for the development of novel and relevant "real-world" mathematics. This text describes the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation.

*"About this title" may belong to another edition of this title.*

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**Book Description **Cambridge University Press, 1995. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Part I. Basic Option Theory: 1. An introduction to options and markets; 2. Asset price random walks; 3. The Black-Scholes model; 4. Partial differential equations; 5. The Black-Scholes formulae; 6. Variations on the Black-Scholes model; 7. American options; Part II. Numerical Methods: 8. Finite-difference methods; 9. Methods for American options; 10. Binomial methods; Part III. Further Option Theory: 11. Exotic and path-dependent options; 12. Barrier options; 13. A unifying framework for path-dependent options; 14. Asian options; 15. Lookback options; 16. Options with transaction costs; Part IV. Interest Rate Derivative Products: 17. Interest rate derivatives; 18. Convertible bonds; Hints to selected exercises; Bibliography; Index. Bookseller Inventory # ABE_book_new_0521497892

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**Book Description **CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1995. Paperback. Book Condition: New. 228 x 152 mm. Language: English . Brand New Book ***** Print on Demand *****.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. Bookseller Inventory # AAV9780521497893

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**Book Description **1995. Paperback. Book Condition: NEW. 9780521497893 Paperback, 336pp., This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0459860

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