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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Option valuation preliminaries; highzm. Based on your location, we recommend that you select: We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book.
The book 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. The Monte Carlo method; More on the Black-Scholes formulas; Book ratings by Goodreads. Finite difference methods; Monte Carlo part II: Hanson, University of Illinois at Chicago ‘This book provides a highamm introduction to elementary option pricing via Matlab.
An Introduction to Financial Option Valuation : Desmond J. Higham :
Black-Scholes PDE and formulas; 9. 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.
English Buy Now at Amazon. It could equally well be ready by people with limited mathematical knowledge wanting to learn the basics of mathematical finance Check out the top books of the year on our page Best Books of Goodreads is the world’s largest site for readers with over 50 million reviews.
Monte Carlo part III: Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.
Mathematics, Stochastics and Computation. Home Contact Us Help Free delivery worldwide. Select the China site oltion Chinese or English for best site performance. Table of contents 1. More on hedging; 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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An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation
No prior background in probability, statistics or numerical analysis is required. Other MathWorks country sites are not optimized for visits from your location.
The Best Books of About This Book Desmond J. 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. Find full courses and labs.
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 binomial method;