The Mathematics of Financial Derivatives

by Paul Wilmott, Sam Howison, and Jeff Dewynne

Book Cover

This is the book I choose to begin my study of financial derivatives with and it is often recommended as a more mathematical treatment of various topics in the derivatives field. It is one of the more standard books to suggest to people who are mathematically inclined (mathematicians/physicists) but who don't have a strong financial background. Readers unfamiliar with this book can see what others have said here.

To learn this material as well as possible I worked a great number of the book's exercises and provided additional details on anything that was unclear to me at the time. You can find this material by following the links on this page.

Book Notes and Solution Manual:
Matlab Code For Various Problems:
As always, I am interested in hearing about any errors that might exist in this material.

John Weatherwax
Last modified: Sun Jul 13 17:55:46 EDT 2008