- このトピックには0件の返信、1人の参加者があり、最後に
により3年、 12ヶ月前に更新されました。
-
投稿
-
An Introduction to Financial Option Valuation
Mathematics, Stochastics and Computation
by Desmond Higham🔗 An Introduction to Financial Option Valuation : Read More 🔗
- ISBN: 9780521547574 (0521547571)
- Publisher: Cambridge University Press
- Language: english
- Format: paperback, 273 pages
- Author: Desmond Higham
- Release date: April 15, 2004
- Genres: finance
About The Book
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.
Hardback book An Introduction to Financial Option Valuation on Books-a-Million. Hardcover ebook An Introduction to Financial Option Valuation Desmond Higham read on iOS. TXT An Introduction to Financial Option Valuation by Desmond Higham download PC. FictionBook An Introduction to Financial Option Valuation buy cheap on Kobo.
Online book An Introduction to Financial Option Valuation. MOBI ebook An Introduction to Financial Option Valuation by Desmond Higham buy for Mac on Audible. Paperback An Introduction to Financial Option Valuation download. EPUB book An Introduction to Financial Option Valuation Desmond Higham read online for reader on Bookshop.
