The Mathematics of Financial Derivatives

Paul Wilmott, S. H., & Dewynne, J. (1995). The Mathematics of Financial Derivatives: A Student Introduction. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

1995

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Finite difference
  • Forward, backward, central and higher-order stencils have different truncation and boundary behavior, and a finite difference is not a derivative until a quotient and limiting or approximation convention are specified.

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