Home | Business News | Browse by Publication | J | Journal of the American Statistical Association

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

Publication: Journal of the American Statistical Association
Publication Date: 01-SEP-05 		Format: Online
Delivery: Immediate Online Access
Full Article Title: An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation.(book by Desmond J. Higham)(Book Review)

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

Desmond J. HIGHAM. New York: Cambridge University Press, 2004. ISBN 0-521-83884-3. xxi + 273 pp. $85.00 (H). ISBN 0-521-54757-1. $42.00 (P).

The number of books introducing mathematical finance in general, and option pricing in particular, has grown enormously over the last decade. Therefore, a new text on this subject must have a unique feature that makes it attractive compared with existing texts. This book claims to be a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with only a working knowledge of first-year calculus (quoted from...

View this article FREE - Now for a Limited Time, try Goliath Business News
Free for 3 Days!



More articles from Journal of the American Statistical Association
Correction.(Correction Notice), September 01, 2005
Carpenter's Complete Guide to the SAS Macro Language (2nd ed.).(book b..., September 01, 2005
Data Envelopment Analysis: Theory and Techniques for Economics and Ope..., September 01, 2005
Skew-Elliptical Distributions and Their Applications: A Journey Beyond..., September 01, 2005
Handbook of Statistics, Vol. 23: Advances in Survival Analysis.(book b..., September 01, 2005

Looking for additional articles?
Search our database of over 3 million articles.

Looking for more in-depth information on this industry?
Search our complete database of Industry & Market reports by text, subject, publication name or publication date.

About Goliath
Whether you're looking for sales prospects, competitive information, company analysis or best practices in managing your organization, Goliath can help you meet your business needs.

Our extensive business information databases empower business professionals with both the breadth and depth of credible, authoritative information they need to support their business goals. Whether it be strategic planning, sales prospecting, company research or defining management best practices - Goliath is your leading source for accurate information.