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 ...
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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.
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Add this copy of An Introduction to Financial Option Valuation: to cart. $16.57, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2009 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Book contains pen markings. In poor condition, suitable as a reading copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 9780521547574.
Add this copy of An Introduction to Financial Option Valuation: to cart. $26.27, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 2004 by Cambridge University Press.
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Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Add this copy of An Introduction to Financial Option Valuation: to cart. $68.89, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2004 by Cambridge University Press.
Add this copy of An Introduction to Financial Option Valuation: to cart. $20.97, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by Cambridge University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of An Introduction to Financial Option Valuation: to cart. $59.45, good condition, Sold by TEXTSHUB rated 5.0 out of 5 stars, ships from Franklin Lakes, NJ, UNITED STATES, published 2004 by Cambridge University Press.
Add this copy of An Introduction to Financial Option Valuation: to cart. $70.05, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by Cambridge University Press.
Add this copy of An Introduction to Financial Option Valuation: to cart. $43.75, like new condition, Sold by FirstClassBooks rated 4.0 out of 5 stars, ships from Little Rock, AR, UNITED STATES, published 2004 by Cambridge University Press.
