Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based on real stock market data. The book gives equal weight to applied mathematics, stochastics, and computational algorithms. MATLAB is used throughout the book to solve example problems.
View the publisher’s web page for this book.
Desmond J. Higham, University of Strathclyde
Cambridge University Press, 2004
ISBN: 0-521-54757-1
Language: English
Teaching materials based on MATLAB and Simulink.
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list: