The mathematics of financial derivatives: A student introduction
Editorial CAMBRIDGE UNIVERSITY PRESS
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- Editorial CAMBRIDGE UNIVERSITY PRESS
- ISBN13 9780521497893
- ISBN10 0521497892
- Tipo LIBRO
Materias
MatemáticasThe mathematics of financial derivatives: A student introduction
Editorial CAMBRIDGE UNIVERSITY PRESS
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Detalles del libro
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.