An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham.
Material type:
TextPublication details: Cambridge : Cambridge University Press, 2004.Description: xxi, 273 p. : ill. ; 25 cmISBN: - 0521838843
- 9780521838849
- 0521547571 (pbk.)
- 332.64'53 22
- HG6024 .A3H532 2004
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
Loan
There are no comments on this title.
