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Title:The Mathematics of Financial Derivatives: A Student Introduction
Format Type:Ebook
Author:
Publisher:Cambridge University Press
ISBN:051181254X
ISBN 13:
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Category:Manga

The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott, Sam Howison, Jeff Dewynne

PDF, EPUB, MOBI, TXT, DOC The Mathematics of Financial Derivatives: A Student Introduction 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 provide clear explanations for material beyond elementary calculus probability and algebra This volume will become the standard introduction for advanced undergraduate students to this exciting new field

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The Mathematics of Financial Derivatives: A Student Introduction, Paul Wilmott on Quantitative Finance, New Directions in Mathematical Finance, Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition), Option Pricing, Paul Wilmott Introduces Quantitative Finance (The Wiley Finance Series), Frequently Asked Questions in Quantitative Finance, Derivatives: The Theory and Practice of Financial Engineering, The Mathematics of Financial Derivatives, The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets
No description available, A compilation of the most respected authorities in financial engineering br Based around a conference on financial modeling held in Milan in December New Directions in Mathematical Finance brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering The contributions featured in this volume are all new items based on each speaker s topic of presentation at the convention Editors Paul Wilmott and Henrik Rasmussen include an introduction which pulls together the themes of the book, Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques Paul Wilmott has produced a compelling and essential new work in this field br br The basics of the established theories such as stochastic calculus Black Scholes binomial trees and interest rate models are covered in clear and precise detail but Derivatives goes much further Complex models such as path dependency non probabilistic models static hedging and quasi Monte Carlo methods are introduced and explained to a highly sophisticated level But theory in itself is not enough an understanding of the role the techniques play in the daily world of finance is also examined through the use of spreadsheets examples and the inclusion of Visual Basic programs br br The book is divided into six parts br br Part One acts as an introduction and explanation of the fundamentals of derivatives theory and practice dealing with the equity commodity and currency worlds br br Part Two takes the mathematics of Part One to a more complex level introducing the concept of path dependency br br Part Three concerns extensions of the Black Scholes world both classic and modern br br Part Four deals with models for fixed income products br br Part Five describes models for risk management and measurement br br Part Six delivers the numerical methods required for implementing the models described in the rest of the book br br Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles br br At all times the style remains readable and compelling making Derivatives the essential book on every finance shelf, b Paul Wilmott b writes Quantitative finance is the most fascinating and rewarding real world application of mathematics It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand And it is rewarding because anyone can make a fundamental breakthrough br br Having worked in this field for many years I have come to appreciate the importance of getting the right balance between mathematics and intuition Too little maths and you won t be able to make much progress too much maths and you ll be held back by technicalities I imagine but expect I will never know for certain that getting the right level of maths is like having the right equipment to climb Mount Everest too little and you won t make the first base camp too much and you ll collapse in a heap before the top br br Whenever I write about or teach this subject I also aim to get the right mix of theory and practice Finance is not a hard science like physics so you have to accept the limitations of the models But nor is it a very soft science so without those models you would be at a disadvantage compared with those better equipped I believe this adds to the fascination of the subject br br This FAQs book looks at some of the most important aspects of financial engineering and considers them from both theoretical and practical points of view I hope that you will see that finance is just as much fun in practice as in theory and if you are reading this book to help you with your job interviews good luck Let me know how you get on