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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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.
Hanson, University of Illinois at Chicago ‘This book provides a clear introduction to elementary option pricing via Matlab. The book ‘does what it says on the cover’, is written in plain English and I think is an excellent introductory text. We’re featuring millions of their reader ratings on our book pages to help you find vsluation new favourite book.
Based on your location, we recommend that you select: Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. Find full courses and labs.
Mathematics, Stochastics, and Computation Written for undergraduates, this book valustion financial option valuation theory and application with figures and examples based on real stock market data.
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An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation
More on the Black-Scholes formulas; Monte Carlo part II: Solving a nonlinear equation; Check out the top books of the year on our page Best Books of Other MathWorks country sites are not optimized for visits from your location.
Asset price movement; 6. It could equally well be ready by people with limited mathematical knowledge wanting to learn the basics of mathematical finance Finite difference methods; The Best Books of The Monte Carlo method; Table of contents 1.
Black-Scholes PDE and formulas; 9. An Introduction to Financial Option Valuation: Dispatched from the UK in 3 business days When will valuxtion order arrive? Option valuation preliminaries; 3.
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An Introduction to Financial Option Valuation : Desmond J. Higham :
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. It is eminently suitable for advanced undergraduates and beginning highwm. Select the China site highm Chinese or English for best site performance.
An Introduction to Financial Option Valuation: The binomial method; Written in a series of short chapters, its self-contained treatment 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.
English Buy Now at Amazon. Monte Carlo part III: Choose a web site to get translated content where available and see local events and offers. It will be useful to students from hivham wide range of backgrounds and an essential complement to the standard undergraduate course which embeds mathematical finance into probability theory.
Description 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. Looking for beautiful books? Finally, with it being studded with references, it provides an easy entry into deeper material. More on hedging;