An Introduction to Financial Option Valuation (English, Desmond Higham)
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An Introduction to Financial Option Valuation (English, Desmond Higham)

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Book Details

ISBN-139780521547574
ISBN-100521547571

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About the Book

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…

ISBN: 9780521547574

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