Synopsis
This textbook provides an introduction to financial option valuation for undergraduates. Solutions available from solutions@cambridge.org.
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About the Author
Des Higham is a Professor of Mathematics at the University of Strathclyde. His previous books include MATLAB Guide (with Nicholas J. Higham, 2005) and Learning LaTeX (with David F. Griffiths, 1997).
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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
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ISBN 10: 0521547571
ISBN 13: 9780521547574
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