The Mathematics of Financial Derivatives: A Student Introduction

The Mathematics of Financial Derivatives is a comprehensive guide to the mathematical principles underlying financial derivatives by Paul Wilmott, Sam Howison, and Jeff Dewynne. The book covers topics like stochastic calculus, option pricing, and risk management. Wilmott, Howison, and Dewynne provide clear explanations and examples to help readers understand the mathematical models used in quantitative finance. By sharing insights from their experience in finance and academia, the authors equip readers with the knowledge and skills to analyze financial markets, price derivatives, and manage risk effectively.