224807
9780521497893
Mathematics of Financial Derivatives A Student Introduction
by Wilmott, Paul, Howson, Susan, Dewynne, Jeff
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Product details
- ISBN-13: 9780521497893
- ISBN: 0521497892
- Publication Date: 1995
- Publisher: Cambridge Univ Pr
AUTHOR
SUMMARY
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. Over 140 exercises are included, making this suitable for an advanced undergraduate text.Wilmott, Paul is the author of 'Mathematics of Financial Derivatives A Student Introduction', published 1995 under ISBN 9780521497893 and ISBN 0521497892.
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