Wilmott, Paul. <br/><br/>
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. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0521496993 (hardback) 0521497892 (pbk.) 9780521497893 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Options (Finance)--Mathematical models.<br/>Options (Finance)--Prices--Mathematical models.<br/>Derivative securities--Mathematical models.
<br/><br/><label>Dewey Class. No.: </label>332.63228  / W744