Mladen Victor Wickerhauser's book "Introducing Financial Mathematics"

Introducing Financial Mathematics:
Theory, Binomial Models, and Applications

Mladen Victor Wickerhauser

My book Introducing Financial Mathematics: Theory, Binomial Models, and Applications, ISBN 9781032359854, is now available from Chapman and Hall/CRC Press.

Errata (updated occasionally)

I would appreciate correspondence detailing any errors that readers may find. Please use the contact information maintained at the home page link below.

EXAMPLE PROGRAMS

Extensions: ".m" is for Octave/MATLAB, ".mac" is for Macsyma, ".odg" is for LibreOffice Draw, ".ods" is for LibreOffice Calc, ".xls" is for Excel.

AD.m,
ADnrt.m,
bisectEG.m,
bisection.m,
BS.m,
BS.mac,
BSG.m,
CRReurAD.m,
CRReur.m,
CRRa.m,
CRRaroAD.m,
CRRbin.m,
CRRboo.m,
CRRcc.m,
CRRcho.m,
CRRcp.m,

CRRD.m,
CRRDaeC.m,
CRRDaeP.m,
CRRflg.m,
CRRfltAD.m,
CRRflt.m,
CRRfws.m,
CRRgro.m,
CRRladC.m,
CRRladP.m,
CRRlbAD.m,
CRRmargin.m,
CRRmDaeC.m,
CRRmDaeP.m,
CRRmD.m,
CRRparams.m,

CRRpuoC.m,
CRRruoC.m,
CRRuiC.m,
CRRuoC.m,
CRR.ods,
CRR-1-step.ods,
CRR-1-step.xls,
DGS3MO.ods,
FwdFut.m,
GLPK.m,
IBT123J.m,
IBT123.m,
IBT.m,
IVT.m,
MarFut.m,
NJfromM.m,

NRTCRR.m,
NRTinject.m,
NRTmax.m,
NRTmin.m,
NRTpsums.m,
PathAD.m,
PathBal.m,
PathPr.m,
PrNeg.m,
RiskNeut.m,
StreeCRR.m,
TNote.m,
ZCB.m,
ZT.m,

Questions? Return to M. Victor Wickerhauser's home page for contact information.