000			01602cam a2200265 a 4500
999			_c17723 _d17723
001			3505267
005			20200606105902.0
008			950420s1995 enk b 001 0 eng
020			_a0521496993 (hardback)
020			_a0521497892 (pbk.)
020			_a9780521497893
040			_cDLC
082	0	0	_a332.63228 _220 _bW744
100	1		_aWilmott, Paul.
245	1	4	_aThe mathematics of financial derivatives : _ba student introduction / _cPaul Wilmott, Sam Howison, Jeff Dewynne.
260			_aOxford ; _aNew York : _bCambridge University Press, _c1995
300			_axiii, 317 p. ; _c23 cm.
650		0	_aOptions (Finance) _xMathematical models.
650		0	_aOptions (Finance) _xPrices _xMathematical models.
650		0	_aDerivative securities _xMathematical models.
700	1		_aHowison, Sam.
700	1		_aDewynne, Jeff.
942			_cBK
505	0		_aPart 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.