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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation Higham, Desmond J. (University of Strathclyde)
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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
Higham, Desmond J. (University of Strathclyde)
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.
291 pages, 120 exercises
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | April 15, 2004 |
| ISBN13 | 9780521547574 |
| Publishers | Cambridge University Press |
| Pages | 296 |
| Dimensions | 172 × 245 × 14 mm · 508 g |
| Language | English |
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