The Mathematics of Financial Derivatives: A Student Introduction
by Paul Wilmott, Sam Howison, Jeff Dewynne
A student-friendly introduction to the mathematics of financial derivatives, covering key models and techniques for pricing and risk management.
About This Book
This book introduces the core mathematical techniques used in pricing and managing financial derivatives.
It is written for students and covers essential models and methods in an accessible style.
Topics include stochastic processes, partial differential equations, and basic option pricing frameworks.
The text emphasizes practical understanding and problem-solving skills for quantitative finance.
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