An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham.

By:

Higham, D. J. (Desmond J.)

Material type: Text

TextPublication details: Cambridge : Cambridge University Press, 2004.Description: xxi, 273 p. : ill. ; 25 cmISBN:

0521838843
9780521838849
0521547571 (pbk.)

Subject(s):

DDC classification:

332.64'53 22

LOC classification:

HG6024 .A3H532 2004

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.64'53 HIG (Browse shelf(Opens below))	c.1	Available	31008100566401
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.64'53 HIG (Browse shelf(Opens below))	c. 1	Available	31008100633854
Monograph & others	CBN HQ Library		332.64'53 HIG (Browse shelf(Opens below))		Available	31008100060843
Monograph & others	CBN HQ Library		332.64'53 HIG (Browse shelf(Opens below))		Available	31008100060850
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks		332.64'53 (Browse shelf(Opens below))	c.1	Available	31008100728290
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	332.64'53 HIG (Browse shelf(Opens below))	c.1	Available	31008101177372
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.64'53 HIG (Browse shelf(Opens below))	c.1	Available	31008100850086

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.

oif 05/05/15

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