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9780521547574

An Introduction to Financial Option Valuation Mathematics Stochastics and Computation 1st Edition by Desmond J. Higham

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Edition
1st
Publisher
Cambridge University Press
ISBN
978-0521547574
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Description

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

Author: Desmond J. Higham (Author)

Edition: 1st

Language: English

Publisher: Cambridge University Press

Dimensions: 6.1 x 0.8 x 9.2 inches

ISBN-10: 0521514711

ISBN-13: 978-0521514719

Publication Date: October 25, 2004

Print Length: 362 pages

Discover the mathematical foundations and computational techniques essential for understanding financial option valuation. This book offers a clear introduction to stochastic calculus, focusing on practical applications in finance. Key features include step-by-step explanations of complex concepts, real-world examples, and hands-on computational methods using MATLAB.

Harness the power of mathematics to make informed decisions in financial markets with this comprehensive guide. Perfect for students and professionals seeking to deepen their understanding of option pricing models and risk management strategies.

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