000			01271nam a2200289 a 4500
001			CBN000000708
005			20160712122654.0
008			020813s2004 enka 001 0 eng d
015			_aGBA4Z6258 _2 bnb
020			_a0521838843
020			_a9780521838849
020			_a0521547571 (pbk.)
040			_aCBNCAT
050			_aHG6024 _b.A3H532 2004
082			_a332.64'53 _2 22
100	1		_aHigham, 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.
999			_c3829 _d3829