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4 Reviews
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Average Customer Review
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11 of 12 people found the following review helpful:
5.0 out of 5 stars
excelent, readable, practical
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,...
Published on March 17, 1998 by Vladimir Kushnir (kushnir@nume...
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6 of 8 people found the following review helpful:
3.0 out of 5 stars
A good textbook for beginers.
This book is a very good textbook for beginers, especially mathematicians or physicists with PDE backgroud. Unfortunately, PDE is not a cure-all. It may be cumbersome in many cases. Like most research papers by the same authors, it lacks diversity.
Published on July 13, 1999
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11 of 12 people found the following review helpful:
5.0 out of 5 stars
excelent, readable, practical,
By Vladimir Kushnir (kushnir@numerix.com) (Chicago, IL) - See all my reviews
This review is from: Option Pricing: Mathematical Models and Computation (Hardcover)
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.
6 of 8 people found the following review helpful:
3.0 out of 5 stars
A good textbook for beginers.,
By A Customer
This review is from: Option Pricing: Mathematical Models and Computation (Hardcover)
This book is a very good textbook for beginers, especially mathematicians or physicists with PDE backgroud. Unfortunately, PDE is not a cure-all. It may be cumbersome in many cases. Like most research papers by the same authors, it lacks diversity.
5.0 out of 5 stars
Comprehensive, very readable guide to option pricing,
By A Customer
This review is from: Option Pricing: Mathematical Models and Computation (Hardcover)
This book offers very comprehensive review of a wide variety of different types of options and different approaches to evaludate the price. The mathematical side is clearly explained and it does not require extensive knowledge of probability theory. It gives deeper coverage of exotic options compared to other books on the same topic.
2 of 9 people found the following review helpful:
5.0 out of 5 stars
Outstanding book!,
By
This review is from: Option Pricing: Mathematical Models and Computation (Hardcover)
An extremely well written, readable and thorough book. Worth every penny
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Option Pricing: Mathematical Models and Computation by Paul Wilmott (Hardcover - May 1, 1994)
Used & New from: $40.00
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