Higham, Desmond J.

An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham - Cambridge : Cambridge Univ. Press, 2004 - 273 p. : ill.

Includes bibliographical references and index

0521547571


OPTIONS (FINANCE)--VALUATION--MATHEMATICAL MODELS
OPTIONS (FINANCE)--PRICES--MATHEMATICAL MODELS
DERIVATIVE SECURITIES

HG6024 .A3 / H533I