||4 of 5 people found the following review helpful.| Lucid and detailed introduction|By A Customer|This is a really lucid and detailed introduction to derivative pricing theory from the pde way of doing things. The author is an applied mathematician, of the fluid mechanics variety, and this should tell you right away what the drift of the presentation is like. Some will argue that all of Wilmott's books are along exactly th|From Publishers Weekly|この第2版では、ほとんどのデリバティブ(派生証券)に共通している評価原則に焦点を当てている.株式市場や債券市場で一般に取引が行われている広範囲に渡る金融デリバティブ
This second edition of Mathematical Models of Financial Derivatives, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus ...
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