An Introduction to Financial Option Valuation: 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. The book gives equal weight to applied mathematics, stochastics, and computational algorithms. MATLAB is used throughout the book to solve example problems.
View the publisher’s web page for this book.
About This Book
Desmond J. Higham, University of Edinburgh
Cambridge University Press, 2004
ISBN: 0-521-54757-1
Language: English
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