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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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Finally, with it being studded with references, it provides an easy entry into deeper material.

The book gives equal weight to applied mathematics, stochastics, and computational algorithms. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. English Buy Now at Amazon.

Goodreads is the world’s largest site for readers with over 50 million reviews. It could equally well be ready by people with limited mathematical knowledge wanting to learn the basics of mathematical finance We use cookies to give you the best possible experience. Select a Web Site Choose highham web site to get translated content where available and see local events and offers. Asset price movement; 6. Trials Available Try the latest economics and computational finance products.


It will be useful to students from a wide range of backgrounds and an essential complement to the standard undergraduate course which valuaton 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.

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

We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Option valuation preliminaries; 3.

Table of contents 1. 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.

The Monte Carlo method; Hanson, University of Illinois at Chicago ‘This book provides a clear introduction to elementary option pricing via Matlab. Find full courses and labs. About This Book Desmond J. Solving a nonlinear equation; Black-Scholes PDE and formulas; 9. By using our website you agree to our use of valyation. Other MathWorks country sites are not optimized for visits from your location.

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

Finite difference methods; The Best Books of Based vinancial your location, we recommend that you select: Looking for beautiful books? The book ‘does what it says on the cover’, is written in plain English and I think is an excellent introductory text.


More on hedging; It is eminently suitable for advanced undergraduates and beginning graduates. Mathematics, Stochastics and Computation.

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

Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. Fknancial Introduction to Financial Option Valuation: The binomial method; Monte Carlo part III: 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.

No prior background in probability, statistics or numerical analysis is required. Check out the top books of the year on our page Best Books of Select the China site in Chinese or English for best site performance. Home Contact Us Help Free delivery worldwide.