Introduction to financial option valuation, an: mathematics, stochastics and computation
Auteur :
Higham, Desmond J.
Éditeur :
Cambridge University Press
ISBN :
9780521547574
Date de publication :
15 avr. 2004
Dimensions :
24,1 x 17,0 x 1,8 cm
Poids :
480 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This lively textbook provides an introduction to financial option valuation for undergraduates armed with a knowledge of first year calculus. Its approach gives equal weight to applied mathematics, stochastics and computations. Contains stand-alone MATLAB code to illustrate ideas and examples using real stock market data. Solutions available from solutions@cambridge.org.