HIGHAM FINANCIAL OPTION VALUATION PDF

View Larger Image. Ask Seller a Question. Title: An Introduction to Financial Option Publisher: Spain: Cambridge Univ Pr.

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View Larger Image. Ask Seller a Question. Title: An Introduction to Financial Option Publisher: Spain: Cambridge Univ Pr. 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 price model and the Black-Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method.

Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. 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. Solutions available from solutions cambridge. Visit Seller's Storefront. Orders usually ship within 2 business days. Shipping costs are based on books weighing 2. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. List this Seller's Books.

Payment Methods accepted by seller. Home Higham, D. Stock Image. Published by Spain: Cambridge Univ Pr, Used Condition: Good Soft cover. Save for Later. About this title Synopsis: 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. Shipping Terms: Orders usually ship within 2 business days.

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An Introduction to Financial Option Valuation

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An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation

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