An introduction to financial option valuation
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An Introduction to Financial Option Valuation
Popular Features. New Releases. Description 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.
An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
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.
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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Table of contents 1. Introduction; 2. Option valuation preliminaries; 3.
An introduction to financial option valuation : mathematics, stochastics and computation - EconBiz
Random variables; 4. Computer simulation; 5. Asset price movement; 6. Asset price model: part I; 7. Asset price model: part II; 8. Black-Scholes PDE and formulas; 9.
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An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation
All Languages. More filters. Sort order. Wallace George rated it it was amazing May 31, Eric Nichols rated it it was amazing Aug 08, Vin Sen rated it it was ok Apr 16, Natalia Timofeeva rated it really liked it Jun 21, Kimon Mikroulis added it Aug 23, Emmanuel Bassey added it May 18, William Hua marked it as to-read Jul 31, Scott Shill is currently reading it Sep 21, Marina marked it as to-read Nov 25, Bill marked it as to-read Feb 10, Jean marked it as to-read Feb 27, BookDB marked it as to-read Nov 02, Holidaylalala marked it as to-read Aug 20, An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation Written for undergraduates, this book presents financial option valuation theory and application with figures and examples based on real stock market data.
About This Book Desmond J.
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