[PDF.97el] An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

[PDF.eq33] An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation

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 | #1679998 in eBooks |  2004-04-15 |  2004-04-15 | File type: PDF

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||0 of 0 people found the following review helpful.| Five Stars|By Aaron|Great math book on options. Comes with matlab code.|8 of 9 people found the following review helpful.| Highly recommended - a joy to read . . .|By S. Frankel|If you are looking for an introduction to financial option valuation that is well-written and well-referenced than this book is for you. Prof. Higham| |"...well organized and well written...an excellent introductory text. 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."

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. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Blac...

You easily download any file type for your gadget.An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation   |  Desmond Higham. Which are the reasons I like to read books. Great story by a great author.

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