9780521497893

The Mathematics of Financial Derivatives: A Student Introduction

Wilmott, Paul; Howison, Sam; Dewynne, Jeff

ISBN 10: 0521497892 / 0-521-49789-2
ISBN 13: 9780521497893
Publisher: Cambridge University Press
Publication Date: 1995
Binding: Softcover
Editorial Reviews for this title:
Synopsis:
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.

Review:
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.

Book Description

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Wilmott, Paul; Howison, Sam; Dewynne, Jeff
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ISBN 13: 9780521497893
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Book Description: CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1995. Paperback. Book Condition: New. New. 228 x 152 mm. Language: English Brand New Book. 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 # AAZ9780521497893

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Wilmott, Paul; Howison, Sam; Dewynne, Jeff
ISBN 10: 0521497892
ISBN 13: 9780521497893
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Book Description: CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1995. Paperback. Book Condition: New. New. 228 x 152 mm. Language: English Brand New Book. 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 # AAZ9780521497893

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Wilmott, Paul; Howison, Sam; Dewynne, Jeff
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Book Description: 1995. Paperback. Book Condition: New. This brand new copy of The Mathematics of Financial Derivatives A Student Introduction by Jeff Dewynne is waiting for you in our UK warehouse. If you order before 1pm on a working day, we'll get it in today's post. Otherwise we'll post it on the next working day. Simple no nonsense service from Wordery. UK delivery is within 3 or 4 working days. International delivery varies by country. Bookseller Inventory # 9780521497893

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