TY - BOOK AU - Higham,DesmondJ. TI - An introduction to financial option valuation : : mathematics, stochastics and computation / SN - 0521838843 AV - HG6024 .A3H532 2004 U1 - 332.64'53 22 PY - 2004/// CY - Cambridge : PB - Cambridge University Press, KW - Options (Finance) KW - Valuation KW - Mathematical models KW - Prices KW - Mathematical models. KW - Derivative securities. N1 - Includes bibliographical references and index N2 - 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. ER -