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Option pricing : mathematical models and computation
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Option pricing : mathematical models and computation

by 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.

Accession 10480 ISBN 0952208202 Publisher Oxford Financial Press
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TAGS
Curated Derived
Culture Economics Mathematics Money Social Sciences
CONNECTIONS
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State
on_shelf
True
position_updated_at
2026-06-01 16:33
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vertical
Details

Physical

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none captured
spine_text
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Metadata

Book form
LOCATION HISTORY
M:N3:6 3 Current vertical
1 week, 3 days ago
Book Location
Updated 4 days, 22 hours ago
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Frozen copy of Vernon's record from the last sync. Fields tagged → flow back into the Pulse record.

Last synced 2026-05-21 00:50 (2 weeks, 2 days ago)

Identity

name→ title
Option pricing : mathematical models and computation
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10480
vernon_slug
option-pricing-mathematical-models-and-computation-paul-wilmott-jeff-dewynne-sam-howison

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0952208202

Descriptive

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1993
object_type
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brief_description
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Subjects & people

authors→ author (initial fill only)
Paul Wilmott, Jeff Dewynne, Sam Howison
tags→ tags
Social sciences, Civilisation, Economics, Investments, Finance, Stock exchanges, Capital market, Money market, Securities, Options (Finance), Derivative securities -- Prices -- Mathematical models
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