The mathematics of financial derivatives : a student introduction / Paul Wilmott, Sam Howison, Jeff Dewynne.
Material type: TextPublication details: Oxford ; New York : Cambridge University Press, 1995Description: xiii, 317 p. ; 23 cmISBN:- 0521496993 (hardback)
- 0521497892 (pbk.)
- 9780521497893
- 332.63228 20 W744
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Books | UE-Central Library | 332.63228 W744 (Browse shelf(Opens below)) | Available | T12260 |
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332.6 T684 The investment institutions | 332.60151 C1721 Mathematics for finance : | 332.60973 El591 Wall Street people : | 332.63228 W744 The mathematics of financial derivatives : | 332.645 L223 Introduction to stochastic calculus applied to finance / | 332.6712 B833 New perspectives on financing small business in developing countries / | 332.67254 B113 Investment management for insurers |
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.
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