TY  - BOOK
AU  - Wilmott,Paul
AU  - Howison,Sam
AU  - Dewynne,Jeff
TI  - The mathematics of financial derivatives: a student introduction 
SN  - 0521496993 (hardback)
U1  - 332.63228 20
PY  - 1995///
CY  - Oxford, New York
PB  - Cambridge University Press
KW  - Options (Finance)
KW  - Mathematical models
KW  - Prices
KW  - Derivative securities
N1  - 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
ER  -