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 is eminently suitable for advanced undergraduates and beginning graduates.
Finally, with it being studded with references, it provides an easy entry into deeper material. The book ‘does what it says on the cover’, is written in plain English and I think is an excellent introductory text. The binomial method; Goodreads is the world’s largest site for readers financkal over 50 million reviews. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms.
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Choose a web site to get translated content where available and see local events and offers. The Best Books of Monte Carlo part II: No prior background in probability, statistics highwm numerical analysis is required.
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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. Asset price movement; 6. Dispatched from the UK in 3 business days When will my order arrive?
Option valuation preliminaries; 3. The Monte Carlo method; Monte Carlo part III: Hanson, University of Illinois at Chicago ‘This book provides a clear introduction to elementary option pricing via Matlab.
Trials Available Try the latest economics and computational finance products. Find full courses and labs. Table of contents 1. Looking for beautiful books? Book ratings by Goodreads. 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.
Jigham This Book Desmond J.
Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. Home Contact Us Help Free delivery worldwide. Mathematics, Stochastics and Computation. 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.
Finite difference methods;