Cambridge Core – Mathematical Finance – An Introduction to Financial Option Valuation – by Desmond J. Higham. Download Citation on ResearchGate | On Jan 1, , Desmond J. Higham and others published An introduction to financial option valuation. Mathematics. Download Citation on ResearchGate | On Sep 1, , Ralf Korn and others published An Introduction to Financial Option Valuation: Mathematics, Stochastics.
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The book ‘does what it says on the cover’, is written in plain English and I think is an excellent introductory text.
An Introduction to Financial Option Valuation : Desmond J. Higham :
Choose a web site to get translated content where available and see local events and offers. An Introduction to Financial Option Valuation: Monte Carlo part III: Option valuation preliminaries; 3. An Introduction to Financial Option Valuation: Find full courses and labs.
Dispatched from the UK in 3 business days When will my order arrive? Black-Scholes PDE and formulas; 9. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more.
An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation
We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Hanson, University of Illinois at Chicago ‘This book provides a clear introduction to elementary option pricing via Matlab. About This Book Desmond J. It will be useful to students from a wide range of backgrounds and an essential complement to the standard undergraduate course which embeds mathematical finance into probability theory.
The binomial method; Asset price movement; 6. Table of contents 1. It is eminently suitable for advanced undergraduates and beginning graduates. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms.
Finite difference methods; Check out the top books of the year on our page Best Books of It could equally well be ready by people with limited mathematical knowledge wanting to learn the basics of mathematical finance Solving a nonlinear equation; More on financila English Buy Now at Amazon. Based on your location, we recommend that you select: The Best Books of Written for undergraduates, this oltion presents financial option valuation theory and application with figures and examples based on real stock market data.
Book ratings by Goodreads. No prior background in probability, statistics or numerical analysis is required. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. Other MathWorks country sites are not optimized for visits from your location.
Mathematics, Stochastics, and Computation Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based on real stock market data. Goodreads is the world’s largest site for readers with over 50 million reviews. Select a Web Site Choose a web site to get translated content where available and see local events and offers.
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Finally, with it being studded with references, it provides an easy entry into deeper material. More on the Black-Scholes formulas; Description This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus.
The Monte Carlo method; Looking for beautiful books? The book valuxtion equal weight to applied mathematics, stochastics, and computational algorithms. Trials Available Try the latest economics and computational finance products.