Titel: An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
Verlag: Cambridge University Press
Erscheinungsjahr: 2004
Sprache: Englisch
ISBN-10: 0521547571
ISBN-13: 9780521547574
Einband: Paperback
Zustand: Fair
Zustand des Schutzumschlags: No Jacket

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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.

�ber die Autorin bzw. den Autor

Des Higham is a Professor of Mathematics at the University of Strathclyde. His previous books include MATLAB Guide (with Nicholas J. Higham, 2005) and Learning LaTeX (with David F. Griffiths, 1997).

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