Option Pricing: Mathematical Models and Computation
by [url=]
Paul Wilmott[/url](Author) ,
etc. (Author) ,
Jeff Dewynne (Author)
This book is excelent. Style is very practical, very readable. Not only formulas are derived, but also mathematical ideas behind are explained. The book is very result-oriented, i.e. after reading it you will know some math methods. Book requires just a minitial knowledge of math, (college level - integrals, partial derivatives), some knowledge of theory of probability, no prior knowledge of stochastic calculus, and no prior knowledge of finance. Good for a physicist learning finance.
Hardcover: 468 pages
Publisher: Oxford Financial Press; illustrated edition edition (May 1, 1994)
Language: English
ISBN-10: 0952208202