Cambridge Core – Mathematical Finance – An Introduction to Financial Option Valuation – by Desmond J. Higham. Download Citation on ResearchGate | On Jan 1, , Desmond J. Higham and others published An introduction to financial option valuation. Mathematics. Download Citation on ResearchGate | On Sep 1, , Ralf Korn and others published An Introduction to Financial Option Valuation: Mathematics, Stochastics.

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It could equally well be ready by people with limited mathematical knowledge wanting to learn the basics of mathematical finance Solving a nonlinear equation; Find full courses and labs.

An Introduction to Financial Option Valuation: Monte Carlo part II: It will be useful to students from a wide range of backgrounds and an essential complement to the standard undergraduate course which embeds mathematical finance into probability theory.

The binomial method; Mathematics, Stochastics and Computation. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. More on hedging; An Introduction to Financial Option Valuation: Finally, with it being studded with references, it provides an easy entry into deeper material.

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Choose a web site to get translated content where available and see local events and offers. Select the China site in Chinese or English for best site performance. Dispatched from the UK in 3 business days When will my order arrive? Mathematics, Stochastics, and Computation Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based highaj real stock market data.

Table of contents 1.

The book gives equal weight to applied mathematics, stochastics, and computational algorithms. Select a Web Site Choose a web site to get translated content where available and see local events and offers.

It is eminently suitable for advanced undergraduates and beginning graduates. Book ratings by Goodreads. English Buy Now at Amazon. More on the Black-Scholes formulas; The book hugham what it says on the cover’, is written in plain English and I think is an excellent introductory text.

An Introduction to Financial Option Valuation : Desmond J. Higham :

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

The Best Books of Hanson, University of Illinois at Chicago ‘This book provides a clear introduction to elementary option pricing via Matlab. By valuaion our website you agree to our use of cookies. Looking for beautiful books?

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Based on your location, we recommend that you select: Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. Other MathWorks country sites valuxtion not optimized for visits from your location. Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based on real stock market data.

Black-Scholes PDE and formulas; 9. 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.

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