Option pricing : mathematical models and computation /

A comprehensive and readable description of the applications of methematics to option pricing. It covers from basic modelling to sophisticated analytical and numberical treatments of derivative products. This is the first edition, reprinted with corrections in 1994.

Detalles Bibliográficos
Autor principal: Wilmott, Paul
Otros Autores: Dewynne, Jeff, Howison, Sam
Formato: Libro
Lenguaje:Inglés
Publicado: Oxford, UK : Oxford Financial Press, 1994, c1993.
Edición:Repr. with corrections.
Materias:
Aporte de:Registro referencial: Solicitar el recurso aquí
LEADER 01209nam a2200277Ia 4500
001 99738729604151
005 20241030105215.0
008 190403t19941993enka b 001 0 eng d
020 |a 0952208202 
020 |a 9780952208204 
035 |a (OCoLC)1091336225 
035 |a (OCoLC)on1091336225 
040 |a U@S  |b spa  |c U@S 
049 |a U@SA 
050 4 |a HG6024.A3  |b W55 1994 
100 1 |a Wilmott, Paul. 
245 1 0 |a Option pricing :  |b mathematical models and computation /  |c Paul Wilmott, Jeff Dewynne, Sam Howison. 
250 |a Repr. with corrections. 
260 |a Oxford, UK :  |b Oxford Financial Press,  |c 1994, c1993. 
300 |a xii, 457 p. :  |b il. ;  |c 24 cm. 
504 |a Incluye referencias bibliográficas (p. 434-440) e índice. 
520 |a A comprehensive and readable description of the applications of methematics to option pricing. It covers from basic modelling to sophisticated analytical and numberical treatments of derivative products. This is the first edition, reprinted with corrections in 1994. 
650 0 |a Options (Finance)  |x Prices  |x Mathematical models. 
650 7 |a Opciones (Finanzas)  |x Precios  |x Modelos matemáticos.  |2 UDESA 
700 1 |a Dewynne, Jeff. 
700 1 |a Howison, Sam.