000 01304nam a2200301 a 4500
001 CBN000000708
005 20151013140043.0
008 020813s2004 enka 001 0 eng d
015 _aGBA4Z6258
_2bnb
020 _a0521838843
020 _a9780521838849
020 _a0521547571 (pbk.)
040 _aCBNCAT
050 _aHG6024
_b.A3H532 2004
082 _a332.64'53
_222
100 1 _aHigham, D. J.
_q (Desmond J.)
245 1 0 _aAn introduction to financial option valuation :
_b mathematics, stochastics and computation /
_c Desmond J. Higham.
260 _aCambridge :
_b Cambridge University Press,
_c 2004.
300 _axxi, 273 p. :
_b ill. ;
_c 25 cm.
504 _aIncludes bibliographical references and index.
520 _aProvides 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.
590 _aoif 05/05/15
591 _aLoan
650 0 _aOptions (Finance)
_x Valuation
_x Mathematical models.
650 _aOptions (Finance)
_xPrices
_x Mathematical models.
650 _aDerivative securities.
942 _2ddc
_cBOOK
999 _c2266
_d2266