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An Introduction to Financial Option Valuation
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  • 120 exercises
  • Page extent: 296 pages
  • Size: 247 x 174 mm
  • Weight: 0.48 kg
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Paperback

 (ISBN-13: 9780521547574 | ISBN-10: 0521547571)

  • There was also a Hardback of this title but it is no longer available | Adobe eBook
  • Published April 2004

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$64.99 (Z)



An Introduction to Financial
Option Valuation

Mathematics, Stochastics and Computation




DESMOND J. HIGHAM

Department of Mathematics
University of Strathclyde






PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE
The Pitt Building, Trumpington Street, Cambridge, United Kingdom

CAMBRIDGE UNIVERSITY PRESS
The Edinburgh Building, Cambridge CB2 2RU, UK
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Ruiz de Alarcón 13, 28014 Madrid, Spain
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http://www.cambridge.org

© Cambridge University Press 2004

This book is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without
the written permission of Cambridge University Press.

First published 2004

Printed in the United Kingdom at the University Press, Cambridge

Typeface Times 11/14 pt.    System LATEX2e      [TB]

A catalogue record for this book is available from the British Library

Library of Congress Cataloguing in Publication data
Higham, D. J. (Desmond J.)
An introduction to financial option valuation : mathematics, stochastics, and computation / Desmond J.
Higham.
p.      cm.
Includes bibliographical references and index.
ISBN 0 521 83884 3 – ISBN 0 521 54757 1 (paperback)
1. Options (Finance) – Valuation – Mathematical models. 2. Options (Finance) – Prices – Mathematical
models. 3. Derivative securities. I. Title.
HG6024.A3H532 2004
332.64′53 – dc22 2003069572

ISBN 0 521 83884 3 hardback
ISBN 0 521 54757 1 paperback

The publisher has used its best endeavours to ensure that the URLs for external websites referred to in this book are correct and active at the time of going to press. However, the publisher has no responsibility for the websites and can make no guarantee that a site will remain live or that the content is or will remain




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