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| Preface | ||
| Pt. 1 | Basic Option Theory | 1 |
| 1 | An Introduction to Options and Markets | 3 |
| 2 | Asset Price Random Walks | 18 |
| 3 | The Black-Scholes Model | 33 |
| 4 | Partial Differential Equations | 58 |
| 5 | The Black-Scholes Formulae | 71 |
| 6 | Variations on the Black-Scholes Model | 90 |
| 7 | American Options | 106 |
| Pt. 2 | Numerical Methods | 133 |
| 8 | Finite-difference Methods | 135 |
| 9 | Methods for American Options | 165 |
| 10 | Binomial Methods | 180 |
| Pt. 3 | Further Option Theory | 195 |
| 11 | Exotic and Path-dependent Options | 197 |
| 12 | Barrier Options | 206 |
| 13 | A Unifying Framework for Path-dependent Options | 213 |
| 14 | Asian Options | 222 |
| 15 | Lookback Options | 236 |
| 16 | Options with Transaction Costs | 252 |
| Pt. 4 | Interest Rate Derivative Products | 263 |
| 17 | Interest Rate Derivatives | 265 |
| 18 | Convertible Bonds | 286 |
| Hints to Selected Exercises | 295 | |
| Bibliography | 308 | |
| Index | 312 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Matthew Duncan
reviewed The Mathematics of Financial Derivatives: A Student Introduction on October 14, 2014
The Mathematics of Financial Derivatives: A Student Introduction
There are some very interesting things in this book, but the subtitle "A Student Introduction" is a bit misleading. A lot of the workings out are either rushed through or missed altogether, students looking for an actual introduction to finance will have trouble with this book (I'm a year 2 maths student). Will pick it back up in a few years and I'm sure it will be useful then.
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Add 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. Ind, The Mathematics of Financial Derivatives: A Student Introduction to the inventory that you are selling on WonderClubX
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Add 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. Ind, The Mathematics of Financial Derivatives: A Student Introduction to your collection on WonderClub |
