Higham, D. J.

An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham - Cambridge : Cambridge University, 2004 - xxi, 273 p. ; 25 cm.

Includes bibliographical references and index

0521838843 RM359.10


Options (Finance)--Valuation--Mathematical models
Options (Finance)--Prices--Mathematical models
Derivative securities