An Introduction to Financial Option Valuation Mathematics, Stochastics and Computation |
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| Author:
| Higham, Desmond J. |
| ISBN: | 978-0-511-33639-3 |
| Publication Date: | Jan 2004 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital download and online |
| List Price: | USD $145.00 |
Book Description:
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This lively textbook provides an introduction to financial option valuation for undergraduates armed with a knowledge of first year calculus. Its approach gives equal weight to applied mathematics, stochastics and computations. Contains stand-alone MATLAB code to illustrate ideas and examples using real stock market data. Solutions available from solutions@cambridge.org.
This lively textbook provides an introduction to financial option valuation for undergraduates armed with a knowledge of first year calculus. Its approach gives equal weight to applied mathematics, stochastics and computations. Contains stand-alone MATLAB code to illustrate ideas and examples using real stock market data. Solutions available from solutions@cambridge.org.