The mathematics of financial derivatives : a student introduction

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

資料種別:

図書

出版情報:

Cambridge ; New York : Cambridge University Press, 1995

形態:

xiii, 317 p. ; 23 cm

著者名:

ISBN:

9780521496995 [0521496993] (: hard)
9780521497893 [0521497892] (: pbk)

書誌ID:

BA2643109X

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

Bibliography: p. 308-311
Includes index

主題:

Derivative securities--Mathematical models; Options (Finance)--Mathematical models; Options (Finance)--Prices--Mathematical models

言語:

英語

目次情報:

Basic Option Theory / Part I：

An introduction to options and markets / 1：

Asset price random walks / 2：

The Black-Scholes model / 3：

Partial differential equations / 4：

The Black-Scholes formulae / 5：

Variations on the Black-Scholes model / 6：

American options / 7：

Numerical Methods / Part II：

Finite-difference methods / 8：

Methods for American options / 9：

Binomial methods / 10：

Further Option Theory / Part III：

Exotic and path-dependent options / 11：

Barrier options / 12：

A unifying framework for path-dependent options / 13：

Asian options / 14：

Lookback options / 15：

Options with transaction costs / 16：

Interest Rate Derivative Products / Part IV：

Interest rate derivatives / 17：

Convertible bonds / 18：

Hints to selected exercises

Bibliography

Index

Basic Option Theory / Part I：

An introduction to options and markets / 1：

Asset price random walks / 2：

The Black-Scholes model / 3：

Partial differential equations / 4：

The Black-Scholes formulae / 5：

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