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Wilmott _ Howison _ Dewynne - The Mathematics Of Fiancial Derivatives Pdf

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. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation. The authors present a unified approach to modeling derivative products as partial differential equations, using numerical solutions where appropriate. The authors assume some mathematical background, but...

batrinh
16/07/2009
financial productsmathematicfiancial derivativesprobabilityalgebradifferential equationsadvanced finance
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