Mathematics of Financial Derivatives: A Student Introduction - Softcover

 
9780800862381: Mathematics of Financial Derivatives: A Student Introduction

Synopsis

RO60071846. PASTELS FOR BEGINNERS. 1980. In-8. Broché. Bon état, Couv. convenable, Dos satisfaisant, Intérieur frais. 96 pages. Illustré de nombreux dessins en noir et blanc dans le texte.. . . . Classification Dewey : 420-Langue anglaise. Anglo-saxon

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Review

'The layout is good and clear, so is the style of notation ... overall this is an excellent tool for both mathematicians interested in the world of finance as well as finance practitioners keen to rebuild the foundations of their knowledge.' Rudi Bogni, The Times Higher Education Supplement

'The book is pleasantly readable and gives a good introduction.' C. Praagman, ITW Nieuws

Book Description

The authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Over 140 exercises are included, making this suitable for an advanced undergraduate text.

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