Cambridge Core – Mathematical Finance – An Introduction to Financial Option Valuation – by Desmond J. Higham. Download Citation on ResearchGate | On Jan 1, , Desmond J. Higham and others published An introduction to financial option valuation. Mathematics. Download Citation on ResearchGate | On Sep 1, , Ralf Korn and others published An Introduction to Financial Option Valuation: Mathematics, Stochastics.
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Mathematics, Stochastics, and Computation Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based on real stock market data.
Hanson, University of Illinois at Chicago ‘This book provides a clear introduction to elementary option pricing via Matlab. The book gives equal weight to applied mathematics, stochastics, and computational algorithms.
Check out the top books of the year on our page Best Books of Mathematics, Stochastics and Computation.
Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. Home Contact Us Help Free delivery worldwide.
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An Introduction to Financial Option Valuation : Mathematics, Stochastics and Computation
It is eminently suitable for advanced undergraduates and beginning graduates. Select a Web Site Choose a web site to get translated content where available and see local events and offers.
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Monte Carlo part II: Find full courses and labs. Dispatched from the UK in 3 business days When will my order arrive? Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based on real stock market data. It could equally well be ready by people with limited mathematical knowledge wanting to learn the basics of mathematical finance Other MathWorks country sites are not optimized for visits from your location.
Description This is financiall lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Book ratings by Goodreads. Written in a series of short chapters, its optioon treatment gives equal funancial to applied mathematics, stochastics and computational algorithms.
We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. An Introduction to Financial Option Valuation: It will be useful to students from a wide range of backgrounds and an essential complement to the standard undergraduate course which embeds mathematical finance into probability theory.
An Introduction to Financial Option Valuation : Desmond J. Higham :
More on hedging; Solving a nonlinear equation; Goodreads is the world’s largest site for readers with over 50 million reviews.
An Introduction to Financial Option Valuation: No prior background in probability, statistics or numerical analysis is required.
Asset price movement; 6. Option valuation preliminaries; 3. Table of contents 1.