The Mathematics of Financial Derivatives: A Student Introduction

The authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Over 140 exercises are included, making this suitable for an advanced undergraduate text.Jeff Dewynne is the author of 'The Mathematics of Financial Derivatives: A Student Introduction', published 1995 under ISBN 9780521496995 and ISBN 0521496993.