An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation (Bog, Paperback / softback, Engelsk)

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

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

This lively textbook provides an introduction to financial option valuation for undergraduates armed with a knowledge of first year calculus. Its approach gives equal weight to applied mathematics, stochastics and computations. Contains stand-alone MATLAB code to illustrate ideas and examples using real stock market data. Solutions available from [email protected].

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Alle detaljer

Forlag Cambridge University Press
Forfatter Desmond J. (University of Strathclyde) Higham
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 15-04-2004
Første udgivelsesår 2004
Illustrationer Worked examples or Exercises
Originalsprog United Kingdom
Sideantal 296
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 296 pages, Worked examples or Exercises
Mål 245 x 172 x 14
ISBN-13 / EAN-13 9780521547574