An Introduction to Financial Option Valuation ebook Higham,Desmond Diesel eBooks

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An Introduction to Financial Option Valuation

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. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.

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Title of ebook: An Introduction to Financial Option Valuation
ISBN: 9780511252785
Publisher: Cambridge University Press
Internet download file size: 3989 kb
Pages: 296
Released online for download: 09-23-2004
Author of eBook: Higham,Desmond

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