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Mathematics of Derivative Securities
Language: en
Pages: 614
Authors: Michael A. H. Dempster
Categories: Business & Economics
Type: BOOK - Published: 1997-10-13 - Publisher: Cambridge University Press

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During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Durin
An Introduction to the Mathematics of Financial Derivatives
Language: en
Pages: 550
Authors: Salih N. Neftci
Categories: Business & Economics
Type: BOOK - Published: 2000-05-19 - Publisher: Academic Press

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A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new o
The Mathematics of Derivatives Securities with Applications in MATLAB
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Authors: Mario Cerrato
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Type: BOOK - Published: 2012-02-24 - Publisher: John Wiley & Sons

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Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the demand for
Derivative Securities and Difference Methods
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Authors: You-lan Zhu
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Type: BOOK - Published: 2013-07-04 - Publisher: Springer Science & Business Media

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This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financi
Mathematical Models of Financial Derivatives
Language: en
Pages: 541
Authors: Yue-Kuen Kwok
Categories: Mathematics
Type: BOOK - Published: 2008-07-10 - Publisher: Springer Science & Business Media

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This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial de