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Название: Modelling Financial Derivatives with Mathematica
Автор: Shaw W.
Аннотация:
Designed to be used as a text for an MBA course or for professional training in financial institutions. Uses Mathematica to analyze financial models. Mathematica's graphics capabilities are exploited to show how a model's characteristics can be visualized in 2 and 3 dimensions. Accompanying CD contains notebook versions of the models discussed in the text.
The electronic supplement to this book contains three items. The first, Chapter1.nb, is the first chapter of the book, which introduces the reader to the basic principles of derivatives modelling and discusses the unique applicability of Mathematica to this work.
The second item, ShawV4.nb, is for people who already own the book, and updates every chapter with new information including, but not limited to, V4 compatibility.
ShawV5.nb, also for those who already own the book, provides updates and information on V5 compatibility.
The author maintains an updated set of supporting notebooks available at http://www.maths.ox.ac.uk/~shaww/. The Version 5 Notebook has the March 2004 versi