This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black-Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.

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

Business & Money

Higham, Desmond J.

Economics

Cambridge University Press

Written for undergraduate students with a mathematical background, this book is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. It features numerous theoretical and computational examples.

Numerical Methods for Ordinary Differential Equations: Initial Value Problems (Springer Undergraduate Mathematics Series)

Computers & Technology

Griffiths, David F. F.

Computer Science

Springer

This short, well-written book covers the material essential for learning LATEX without any unnecessary detail. It discusses incisive examples that teach LATEX in a powerful yet abbreviated fashion, including the following crucial features: numerous examples of widely used mathematical expressions; complete documents illustrating the creation of articles, reports, and overhead projector slides; troubleshooting tips to help you pinpoint an error; details of how to set up a bibliography and an index; information about LATEX resources available on the Internet. LATEX has become an extremely popular typesetting system and is widely used throughout the sciences. Students may use it to typeset reports and theses (particularly graduate students in any mathematics or computer science discipline).The authors cover LATEX 2e, the latest standard version at the time of publication. An appendix discusses the differences between 2e and the older version, 2.09.

Learning LaTeX

Arts & Photography

Griffiths, David F.

Graphic Design

SIAM: Society for Industrial and Applied Mathematics

Matlab is an interactive system for numerical computation that is widely used for teaching and research in industry and academia. It provides a modern programming language and problem solving environment, with powerful data structures, customizable graphics, and easy-to-use editing and debugging tools.This second edition of Matlab Guide completely revises and updates the best-selling first edition and is more than 30% longer. The book remains a lively, concise introduction to the most popular and important features of Matlab 7 and the Symbolic Math Toolbox.Key features of the second edition include: - Aimed at both beginners and more experienced users, including students, researchers, and practitioners.- Gives a hands-on overview of Matlab 7.- Thorough treatment of Matlab mathematics, including the linear algebra and numerical analysis functions and the differential equation solvers.- A new chapter, Case Studies, presents more substantial examples of the use of Matlab in a variety of modern applications.- A new appendix lists the 111 most useful Matlab functions.- Describes Matlab 7, but can also be used with earlier versions.- A Web page for the book at http://www.siam.org/books/ot92 provides example M-files, updates, and links to Matlab resources.

Matlab Guide

Higham, Nicholas J.

Society for Industrial & Applied

MATLAB Guide

Science & Math

Mathematics

MATLAB is an interactive system for numerical computation that is widely used for teaching and research in industry and academia. It provides a modern programming language and problem solving environment, with powerful data structures, customizable graphics, and easy-to-use editing and debugging tools. This second edition of MATLAB Guide completely revises and updates the best-selling first edition and is more than 30% longer. The book remains a lively, concise introduction to the most popular and important features of MATLAB 7 and the Symbolic Math Toolbox.

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