Wilmott P., Howison S., Dewynne J. The Mathematics of Financial Derivatives

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размер 2.38 МБ
добавлен 04 октября 2011 г.

Cambridge, Press Syndicate of the University of Cambrodge, 1995. - 338p.

Книга посвящена методам оценки стоимости деривативов и другим связанным с деривативами вопросам, и включает в себя теорию обыкновенных ("ванильных") опционов европейского и американского стиля, численные методы расчёта их стоимости, теорию экзотических опционов и методы расчёта, деривативы на процентную ставку и сонвертируемые обязательства.
Для специалистов по финансовой математике и производным инструментам, а также студентам и преподавателям соответствующих дисциплин.

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