
An Introduction to Financial Option Valuation (English, Desmond Higham)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521547574
ISBN-10
0521547571
Author
Desmond Higham
About the Book
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…
ISBN: 9780521547574
ISBN-13: 9780521547574
ISBN-10: 0521547571
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Desmond Higham is the author of An Introduction to Financial Option Valuation. Browse more books by Desmond Higham on GlowMirror.
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Product ID: isbn-9780521547574
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