The mathematics of financial derivatives: a student introduction
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge [u.a.]
Cambridge Univ. Press
2005
|
| Edition: | 11. print |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIII, 317 S. graph. Darst. |
| ISBN: | 0521497892 9780521497893 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Preface page
Part One: Basic Option
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
2
2.1
2.2
2.3
2.4
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
3.10
58
58
59
66
71
75
76
81
90
90
90
98
100
101
106
106
108
109
114
115
Part Two: Numerical Methods
8
8.1
8.2
8.3
8.4
8.5
8.6
8.7
9
9.1
9.2
Partial
4.1
Introduction
4.2
The Diffusion Equation
4.3
Initial and Boundary Conditions
4.4
Forward versus Backward
The
Black-Scholes Formulae
5.1
Introduction
5.2
Similarity Solutions
5.3
An Initial Value Problem
5.4
The Formulae Derived
5.5
Binary Options
5.6
Risk Neutrality
Variations on the Black-Scholes Model
6.1
Introduction
6.2
Options on Dividend-paying Assets
6.3
Forward and Futures Contracts
6.4
Options on Futures
6.5
Time-dependent Parameters
American Options
7.1
Introduction
7.2
The Obstacle Problem
7.3
American Options as Free Boundary Problems
7.4
The American Put
7.5
Other American Options
7.6
Linear Complementarity Problems
7.7
The American Call with Dividends
Contents
9.3
9.4
9.5
9.6
9.7
10
10.1
10.2
10.3
10.4
10.5
10.6
Part Three: Further Option Theory
11
11.1
11.2
11.3
11.4
11.5
11.6
12
12.1
12.2
12.3
13
13.1
13.2
13.3
14
14.1
14.2
14.3
14.4
14.5
14.6
15
15.1
15.2
ущ
15.3
15.4
15.5
15.6
16
16.1
16.2
16.3
Part Four: Interest Rate Derivative Products
17
17.1
17.2
17.3
17.4
17.5
17.6
17.7
17.8
17.9
18
18.1
18.2
18.3
Hints to Selected Exercises
Bibliography
Index
|
| adam_txt |
Contents
Preface page
Part One: Basic Option
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
2
2.1
2.2
2.3
2.4
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
3.10
58
58
59
66
71
75
76
81
90
90
90
98
100
101
106
106
108
109
114
115
Part Two: Numerical Methods
8
8.1
8.2
8.3
8.4
8.5
8.6
8.7
9
9.1
9.2
Partial
4.1
Introduction
4.2
The Diffusion Equation
4.3
Initial and Boundary Conditions
4.4
Forward versus Backward
The
Black-Scholes Formulae
5.1
Introduction
5.2
Similarity Solutions
5.3
An Initial Value Problem
5.4
The Formulae Derived
5.5
Binary Options
5.6
Risk Neutrality
Variations on the Black-Scholes Model
6.1
Introduction
6.2
Options on Dividend-paying Assets
6.3
Forward and Futures Contracts
6.4
Options on Futures
6.5
Time-dependent Parameters
American Options
7.1
Introduction
7.2
The Obstacle Problem
7.3
American Options as Free Boundary Problems
7.4
The American Put
7.5
Other American Options
7.6
Linear Complementarity Problems
7.7
The American Call with Dividends
Contents
9.3
9.4
9.5
9.6
9.7
10
10.1
10.2
10.3
10.4
10.5
10.6
Part Three: Further Option Theory
11
11.1
11.2
11.3
11.4
11.5
11.6
12
12.1
12.2
12.3
13
13.1
13.2
13.3
14
14.1
14.2
14.3
14.4
14.5
14.6
15
15.1
15.2
ущ
15.3
15.4
15.5
15.6
16
16.1
16.2
16.3
Part Four: Interest Rate Derivative Products
17
17.1
17.2
17.3
17.4
17.5
17.6
17.7
17.8
17.9
18
18.1
18.2
18.3
Hints to Selected Exercises
Bibliography
Index |
| any_adam_object | 1 |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 11. print |
| format | Book |
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| spelling | Wilmott, Paul Verfasser aut The mathematics of financial derivatives a student introduction Paul Wilmott ; Sam Howison ; Jeff Dewynne 11. print Cambridge [u.a.] Cambridge Univ. Press 2005 XIII, 317 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematisches Modell Derivative securities Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Partielle Differentialgleichung (DE-588)4044779-0 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Partielle Differentialgleichung (DE-588)4044779-0 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Bank (DE-588)4004436-1 s 2\p DE-604 Howison, Sam Verfasser aut Dewynne, Jeff Verfasser aut Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015478106&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Wilmott, Paul Howison, Sam Dewynne, Jeff The mathematics of financial derivatives a student introduction Mathematisches Modell Derivative securities Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Bank (DE-588)4004436-1 gnd Partielle Differentialgleichung (DE-588)4044779-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4004436-1 (DE-588)4044779-0 (DE-588)4114528-8 (DE-588)4381572-8 |
| title | The mathematics of financial derivatives a student introduction |
| title_auth | The mathematics of financial derivatives a student introduction |
| title_exact_search | The mathematics of financial derivatives a student introduction |
| title_exact_search_txtP | The mathematics of financial derivatives a student introduction |
| title_full | The mathematics of financial derivatives a student introduction Paul Wilmott ; Sam Howison ; Jeff Dewynne |
| title_fullStr | The mathematics of financial derivatives a student introduction Paul Wilmott ; Sam Howison ; Jeff Dewynne |
| title_full_unstemmed | The mathematics of financial derivatives a student introduction Paul Wilmott ; Sam Howison ; Jeff Dewynne |
| title_short | The mathematics of financial derivatives |
| title_sort | the mathematics of financial derivatives a student introduction |
| title_sub | a student introduction |
| topic | Mathematisches Modell Derivative securities Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Bank (DE-588)4004436-1 gnd Partielle Differentialgleichung (DE-588)4044779-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Mathematisches Modell Derivative securities Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematical models Finanzmathematik Bank Partielle Differentialgleichung Derivat Wertpapier |
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