The mathematics of financial derivatives :
Wilmott, Paul.
The mathematics of financial derivatives : a student introduction / Paul Wilmott, Sam Howison, Jeff Dewynne. - Oxford ; New York : Cambridge University Press, 1995 - xiii, 317 p. ; 23 cm.
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.
0521496993 (hardback) 0521497892 (pbk.) 9780521497893
Options (Finance)--Mathematical models.
Options (Finance)--Prices--Mathematical models.
Derivative securities--Mathematical models.
332.63228 / W744
The mathematics of financial derivatives : a student introduction / Paul Wilmott, Sam Howison, Jeff Dewynne. - Oxford ; New York : Cambridge University Press, 1995 - xiii, 317 p. ; 23 cm.
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.
0521496993 (hardback) 0521497892 (pbk.) 9780521497893
Options (Finance)--Mathematical models.
Options (Finance)--Prices--Mathematical models.
Derivative securities--Mathematical models.
332.63228 / W744
