The mathematics of financial derivatives
Paul Wilmott · 2012
על הספר
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 modeling of financial derivative products from an applied mathematician's viewpoint, from modeling through analysis to elementary computation. A unified approach to modeling 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.
פרטי הספר
- שנה
- 2012
- שפה
- English
- הוצאה
- Cambridge University Press
- מהדורות
- 1
- ISBN
- 9780511812545
מקור הנתונים: Wikidata
עוד של Paul Wilmott
