Modelling Financial Derivatives with Mathematica (R)

Focusing particularly on derivatives, the idea behind this work is to use Mathematica to provide a wide range of exact benchmark models against which inexact mo... » 

Focusing particularly on derivatives, the idea behind this work is to use Mathematica to provide a wide range of exact benchmark models against which inexact models can be tested and verified. In so doing, the author explains when models and numerical schemes can (and cannot) be relied on. «