Introduction to Financial Option Valuation

Mathematics, Stochastics and Computation

Müügihind €65,00 Tavaline hind €81,90
Autor Bookshop
Pristatymas gali užtrukti 2-3 sav.

TASUTA kohaletoimetamine

296 psl.

2004 m.

Minkštas viršelis

Vöötkood: 9780521547574
Kirjeldus

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 solutions@cambridge.org.