The Mathematics of Financial Derivatives

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Sprache: Englisch

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Beschreibung

Finance is one of the fastest growing areas in the modern banking and corporate world. this, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics.

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	1995
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
ISBN-13:	9780521497893
ISBN-10:	0521497892
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Wilmott, P. Howson, Susan Wilmott, Paul
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	229 x 152 x 19 mm
Von/Mit:	P. Wilmott (u. a.)
Erscheinungsdatum:	01.09.1995
Gewicht:	0,488 kg