An Introduction to Financial Option Valuation
Desmond J. (University of Strathclyde) Higham
Cambridge University Press, 2004
82,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521547574
- ISBN-10
- 0521547571
- Publisher
- Cambridge University Press
- Year
- 2004
- Publication date
- 2004-04-15
- Pages
- 296
- Dimensions
- 245x172x14
- Weight
- 508