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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
The Mathematics of Financial Derivatives: A Student Introduction

The Mathematics of Financial Derivatives: A Student Introduction

Wilmott, P.
Howson, Susan
Wilmott, Paul

Paperback

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 0521497892
ISBN13: 9780521497893
Publisher: Cambridge University Press
Published: Sep 29 1995
Pages: 336
Weight: 0.99
Height: 0.70 Width: 6.00 Depth: 9.00
Language: English
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.

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