Coverart for item
The Resource The mathematics of financial derivatives : a student introduction, Paul Wilmott, Sam Howison, Jeff Dewynne, (electronic resource)

The mathematics of financial derivatives : a student introduction, Paul Wilmott, Sam Howison, Jeff Dewynne, (electronic resource)

Label
The mathematics of financial derivatives : a student introduction
Title
The mathematics of financial derivatives
Title remainder
a student introduction
Statement of responsibility
Paul Wilmott, Sam Howison, Jeff Dewynne
Creator
Contributor
Author
Subject
Language
eng
Summary
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.--
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Wilmott, Paul
Index
index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Howison, Sam
  • Dewynne, Jeff
Series statement
Cambridge Social Sciences eBooks
http://library.link/vocab/subjectName
  • Options (Finance)
  • Options (Finance)
  • Derivative securities
Label
The mathematics of financial derivatives : a student introduction, Paul Wilmott, Sam Howison, Jeff Dewynne, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1017/CBO9780511812545
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9780511812545
Dimensions
unknown
Extent
1 online resource (xiii, 317 pages)
Form of item
online
Isbn
9780511812545
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)782950411
Label
The mathematics of financial derivatives : a student introduction, Paul Wilmott, Sam Howison, Jeff Dewynne, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1017/CBO9780511812545
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9780511812545
Dimensions
unknown
Extent
1 online resource (xiii, 317 pages)
Form of item
online
Isbn
9780511812545
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)782950411

Library Locations

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