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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition
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An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition
A lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus.
An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition
Item #: 81686178

An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition

Item #: 81686178

€ 76

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A lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus.
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What Stands Out

Comprehensive Coverage
This book offers an extensive examination of financial option valuation, blending mathematical theories, stochastic processes, and computational techniques for a holistic understanding.
Practical Applications
The text connects theoretical concepts to real-world applications, addressing key problems faced by finance professionals, ensuring readers can apply knowledge effectively in practice.
Innovative Techniques
It introduces unique methodologies for option pricing and risk management, empowering readers with tools that stand out in the financial landscape for informed decision-making.

Product Details

Shop An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition online at a best price in France. 0521547571
Item Weight2.5 lbs (1.13 kg)

Who Should Buy?

Suitable For
  • Finance Students

    Ideal for students studying finance or investment, providing foundational knowledge in financial option valuation and mathematics.

  • Quantitative Analysts

    Beneficial for quantitative analysts seeking advanced techniques in option pricing and stochastic processes with practical computation methods.

  • Financial Professionals

    Suitable for practitioners in finance needing a comprehensive resource to enhance their understanding of option valuation techniques.

Not Suitable For
  • Casual Readers

    Not suitable for casual readers, as it requires a strong foundation in mathematics and finance for comprehension.

  • Beginners in Finance

    May be too complex for beginners lacking prior knowledge in financial theories and mathematical concepts related to options.

  • Non-technical Audience

    Not recommended for those without a technical background, as it delves into advanced mathematical and computational methods.

Product Description

An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition

Have any Query? Chat with us

Customer Questions & Answers

  • Question: What topics are covered in 'An Introduction to Financial Option Valuation'?

    Answer: This book delves into fundamental topics such as option pricing models, stochastic processes, and numerical methods for financial applications. It provides a comprehensive overview of the mathematical principles underlying financial options and their valuation methodologies. Perfect for students and professionals alike, it emphasizes practical computation techniques that can be applied in real-world financial environments.
  • Question: Who is the target audience for this book?

    Answer: The primary audience includes finance students, researchers, and industry professionals looking for a deeper understanding of financial options. Scholars aiming to enhance their mathematical acumen in finance will find it especially beneficial, as it balances theory with practical applications. Additionally, practitioners in finance or investment firms can leverage the concepts here to optimize their trading strategies.
  • Question: Is prior knowledge of finance required to understand this book?

    Answer: While some familiarity with finance basics can be helpful, the book is structured to accommodate readers with varying levels of expertise. It starts with fundamental concepts before advancing to more complex topics. This design allows even those new to financial mathematics to follow along while offering detailed insights for seasoned professionals.
  • Question: Can this book assist with exam preparation for finance courses?

    Answer: Absolutely! 'An Introduction to Financial Option Valuation' serves as an excellent resource for exam preparation, especially for courses that include options, derivatives, or financial mathematics. With clear illustrations and practical examples, students can use it to reinforce their understanding of key concepts, making it a valuable study aid.
  • Question: What practical applications can I find in this book?

    Answer: The book illustrates practical applications of financial option valuation in corporate finance, risk management, and investment strategies. For instance, it demonstrates how to assess the value of stock options or the impact of market volatility on option pricing. These insights are essential for traders and financial analysts seeking to navigate complex market conditions.
  • Question: Does this book include computational methods for option valuation?

    Answer: Yes, it includes various computational techniques for option pricing, such as Monte Carlo simulations and lattice methods. These methods are crucial for practical application in financial technology and quantitative analysis, allowing readers to implement the theories learned through hands-on computation, which is vital for accurate financial decision-making.
  • Question: Are there any reviews or ratings available for this book?

    Answer: Yes, reviews for 'An Introduction to Financial Option Valuation' are generally positive, highlighting its clarity and depth of content. Readers often note that it simplifies complex mathematical concepts, making them accessible. Look for this book on various platforms to see authentic feedback from those who've utilized it for study or practice, enhancing your understanding before purchasing.
  • Question: How does this book compare to other financial option texts?

    Answer: This book stands out due to its integrated approach to mathematics and finance, effectively bridging theory and application. Unlike many other texts that focus solely on theory or data analysis, this book emphasizes the computational aspect, making it more suitable for practical use in today's fast-paced financial markets, thus appealing to both academic and professional audiences.
  • Question: Can I find exercises or problems to work through in this book?

    Answer: Yes, the book includes numerous examples and exercises throughout, which are designed to reinforce the concepts presented in each chapter. Working through these problems allows readers to apply their knowledge practically, making it easier to grasp intricate financial theories and prepare for real-world scenarios.
  • Question: Where can I buy 'An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition' in France?

    Answer: You can purchase 'An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation 1st Edition' on Ubuy, which offers a wide selection of books in France. Their user-friendly platform ensures a seamless shopping experience, allowing you to quickly find what you need and access valuable customer support.

Probability & Statistics Editorial Review

The 1st Edition of "An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation" has sparked mixed reviews from readers. While some readers found it to be a valuable resource for course projects due to its inclusion of MATLAB code, others were critical of its approach to explaining complex models, citing overcomplication and limited substantive explanation in some areas. The book was also noted to lack comprehensive worked examples for MATLAB exercises, resulting in a perception of limited information for its price. Some readers recommended using it as a companion book after familiarizing oneself with other foundational works in the subject. Overall, the reception of the book suggests that it may be more beneficial for those seeking ready-to-use code rather than a comprehensive understanding of the subject matter, and highlights the need for improvement in explaining concepts and providing worked examples for practical exercises.

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Pros

  • Includes MATLAB code, making it helpful for course projects
  • Useful as a companion book after studying foundational works in the subject

Cons

  • Overcomplicates concepts

Product Price History

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€ 76

Order now and get it around Wednesday, June 24

QTY:

Secured transactionsecured transaction

Ubuy works hard to protect your security and privacy. Our advanced payment security system ensures confidentiality by encrypting your information during transmission using AES (Advanced Encryption Standards) and SSL (Secure Socket Layer) protocols. Your payment details are 100% secure as we do not share your payment details with third party sellers.

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Features & Benefits

  • Equally weighted treatment of applied mathematics, stochastics, and computational algorithms.
  • No prior background in probability, statistics or numerical analysis required.
  • Detailed derivations of basic asset price model and Black–Scholes equation provided.
  • Accompanying stand-alone MATLAB code listings for each chapter.
  • Heavy use of figures, examples, and computations based on real stock market data.