An introduction to financial option valuation :
Higham, Desmond. J.
An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham. - Cambridge : Cambridge University Press, 2004. - xxi, 273 p. : ill. ; 25 cm.
Includes bibliographical references and index.
Provides a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of first-year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms.
0521838843 9780521838849 0521547571 (pbk.)
GBA4Z6258 bnb
Options (Finance) -- Valuation -- Mathematical models.
Options (Finance) --Prices -- Mathematical models.
Derivative securities.
HG6024 / .A3H532 2004
332.64'53
An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham. - Cambridge : Cambridge University Press, 2004. - xxi, 273 p. : ill. ; 25 cm.
Includes bibliographical references and index.
Provides a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of first-year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms.
0521838843 9780521838849 0521547571 (pbk.)
GBA4Z6258 bnb
Options (Finance) -- Valuation -- Mathematical models.
Options (Finance) --Prices -- Mathematical models.
Derivative securities.
HG6024 / .A3H532 2004
332.64'53