MATLAB & Simulink Based Books

An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation

		Desmond J. Higham, University of Strathclyde   Cambridge University Press,  2004 Tel: 800-872-7423 Fax: 914-937-4712 Outside North America Tel: +44-1-223-312393 Fax: +44-1-223-325959 ISBN: 0-521-54757-1 Language: English

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.