MATLAB and Simulink Based Books

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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