Option pricing : mathematical models and computation / Paul Wilmott ; Jeff Dewynne ; Sam Howison

An examination of mathematical models applied to option pricing, focusing on the fundamental mathematical principles required to analyse the Black-Scholes equation.

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Accession Number: 10480

Site: Vernon O Content

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Binding Type: Hard Back

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VERNON DATA
Economics/Social sciences/Civilisation Finance/Economics/Social sciences/Civilisation Stock exchanges/Capital market/Money market/Finance/Economics/Social sciences/Civilisation Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation Money market/Finance/Economics/Social sciences/Civilisation Investments/Finance/Economics/Social sciences/Civilisation Derivative securities -- Prices -- Mathematical models/Securities/Investments/Finance/Economics/Social sciences/Civilisation