An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

by Desmond Higham and Desmond J. Higham

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This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset...

Format:Paperback

Language:English

ISBN:0521547571

ISBN13:9780521547574

Release Date:April 2004

Publisher:Cambridge University Press

Length:273 Pages

Weight:0.05 lbs.

Dimensions:0.7" x 6.7" x 9.5"

Related Subjects

Business & Investing Education & Reference Math Mathematics Popular Economics Science & Math Statistics

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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

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