The mathematics of financial derivatives : a student introduction/ Paul Wilmott ; Paul Wilmott, Sam Howison, Jeff Dewynne.

By:

Wilmott, Paul

Language: English Publisher: Oxford ; New York : Cambridge University Press 1995Description: xiii, 317 pages; 25 cmContent type:

metin

Media type:

aracısız

Carrier type:

cilt

ISBN:

0521496993

Subject(s):

LOC classification:

HG6024.A3 W55 1995

Contents:

Part I. Basic Option Theory: 1. An introduction to options and markets

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Holdings
Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	Book	Prof. Dr. Azmi Özcan Kütüphanesi			Uluğbey Salonu	HG6024.A3 W55 1995 (Browse shelf(Opens below))	HG				Available	Genel Bağış		0004940

Includes bibliographical references and index.

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.

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