Option Pricing: Mathematical Models and Computation
By Paul Wilmott, Jeff Dewynne, Sam Howison
Publisher: Oxford Financial Press
Number Of Pages: 457
Publication Date: 1994-05-01
ISBN-10 / ASIN: 0952208202
ISBN-13 / EAN: 9780952208204
Binding: Hardcover
质量相当不错的扫描本，即使放大看也非常清楚。
这本是Wilomtt丛书中最强最贵的一本，其实Wilmott就是靠这本书起家的，但是已经不再发行，主要是从PDE的角度来写，重点讲了有限差分，本书号称是Derivatives Trader人手一册，非常实用感兴趣的来看看。
222495.rar
(13.27 MB, 需要: 50 个论坛币)
本附件包括：- Option Pricing Mathematical Models and Computation.pdf
Contents of Option Pricing |
1. An Introduction to Options and Markets
2. The Random Nature of the Stock Market
3. Basic Option Theory
4. Partial Differential Equations
5. Explicit Solutions of the Diffusion Equation in Fixed Domains
6. American Options as Free Boundary Problems
7. American Options as Variational Inequalities
8. Dividends and Time-dependent Parameters
9. Exotic Options
10. Barrier Options
11. Asian Options
12. Lookback Options
13. Options with Transaction Costs
14. Interest Rate Derivative Products
15. Convertible Bonds
16. Numerical Methods
17. Finite-difference Approximations
18. The Explicit Finite-difference Method
19. Implicit Finite-difference Methods
20. Methods for Free Boundary Problems
21. Methods for American Options
22. Methods for Exotic Options
Appendix a. The Probability Density Function
Appendix b. First Exit Times
Appendix c. Lattice Methods
Appendix d. Finite-element Methods
Appendix e. Summary of Differential Equations
Appendix f. Bibliography |
[此贴子已经被作者于2008-6-25 10:54:04编辑过]
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