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Cover: 9780521497893 | The Mathematics of Financial Derivatives | A Student Introduction
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The Mathematics of Financial Derivatives
A Student Introduction
Taschenbuch von P. Wilmott (u. a.)
Sprache: Englisch

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Beschreibung
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.
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.
Inhaltsverzeichnis
Part I. Basic Option Theory: 1. An introduction to options and markets; 2. Asset price random walks; 3. The Black-Scholes model; 4. Partial differential equations; 5. The Black-Scholes formulae; 6. Variations on the Black-Scholes model; 7. American options; Part II. Numerical Methods: 8. Finite-difference methods; 9. Methods for American options; 10. Binomial methods; Part III. Further Option Theory: 11. Exotic and path-dependent options; 12. Barrier options; 13. A unifying framework for path-dependent options; 14. Asian options; 15. Lookback options; 16. Options with transaction costs; Part IV. Interest Rate Derivative Products: 17. Interest rate derivatives; 18. Convertible bonds; Hints to selected exercises; Bibliography; Index.
Details
Erscheinungsjahr: 1995
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780521497893
ISBN-10: 0521497892
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Wilmott, P.
Howson, Susan
Wilmott, Paul
Hersteller: Cambridge University Press
Verantwortliche Person für die EU: Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de
Maße: 229 x 152 x 19 mm
Von/Mit: P. Wilmott (u. a.)
Erscheinungsdatum: 01.09.1995
Gewicht: 0,488 kg
Artikel-ID: 101141400
Inhaltsverzeichnis
Part I. Basic Option Theory: 1. An introduction to options and markets; 2. Asset price random walks; 3. The Black-Scholes model; 4. Partial differential equations; 5. The Black-Scholes formulae; 6. Variations on the Black-Scholes model; 7. American options; Part II. Numerical Methods: 8. Finite-difference methods; 9. Methods for American options; 10. Binomial methods; Part III. Further Option Theory: 11. Exotic and path-dependent options; 12. Barrier options; 13. A unifying framework for path-dependent options; 14. Asian options; 15. Lookback options; 16. Options with transaction costs; Part IV. Interest Rate Derivative Products: 17. Interest rate derivatives; 18. Convertible bonds; Hints to selected exercises; Bibliography; Index.
Details
Erscheinungsjahr: 1995
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780521497893
ISBN-10: 0521497892
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Wilmott, P.
Howson, Susan
Wilmott, Paul
Hersteller: Cambridge University Press
Verantwortliche Person für die EU: Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de
Maße: 229 x 152 x 19 mm
Von/Mit: P. Wilmott (u. a.)
Erscheinungsdatum: 01.09.1995
Gewicht: 0,488 kg
Artikel-ID: 101141400
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