000			01809nam a22003137a 4500
001			0004940
003			KOHA_MİRAKIL
005			20260207001430.0
007			ta
008			090506b1995 enk |||gr||||#||||0|eng |
020			_a0521496993 _q(hardback)
040			_aTR-BiSEU _btur _cTR-BiSEU _erda
041	0		_aeng
044			_cenk
050			_aHG6024.A3 _bW55 1995
100	1		_aWilmott, Paul.
245	1	4	_aThe mathematics of financial derivatives : _ba student introduction/ _cPaul Wilmott ; Paul Wilmott, Sam Howison, Jeff Dewynne.
264		1	_aOxford ; New York : _bCambridge University Press _c1995
300			_axiii, 317 pages; 25 cm.
336			_ametin _btxt _2rdacontent
337			_aaracısız _bn _2rdamedia
338			_acilt _bnc _2rdacarrier
500			_aIncludes bibliographical references and index.
505			_aPart I. Basic Option Theory: 1. An introduction to options and markets _x2. Asset price random walks _x3. The Black-Scholes model _x4. Partial differential equations _x5. The Black-Scholes formulae _x6. Variations on the Black-Scholes model _x7. American options _xPart II. Numerical Methods: 8. Finite-difference methods _x9. Methods for American options _x10. Binomial methods _xPart III. Further Option Theory: 11. Exotic and path-dependent options _x12. Barrier options _x13. A unifying framework for path-dependent options _x14. Asian options _x15. Lookback options _x16. Options with transaction costs _xPart IV. Interest Rate Derivative Products: 17. Interest rate derivatives _x18. Convertible bonds _xHints to selected exercises _xBibliography _xIndex. _x
650		0	_aOptions (Finance)--Mathematical models. _94590
650		0	_aOptions (Finance)--Prices--Mathematical models. _912089
650		0	_aDerivative securities--Mathematical models. _912090
942			_2lcc _cBK
999			_c4922 _d4922