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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.

MATLAB is an interactive system for numerical computation that is widely used for teaching and research in industry and academia. This second edition of MATLAB Guide revises and updates the first, whi

This concise book discusses examples that teach LATEX in a powerful yet abbreviated fashion, including such features as: examples of widely used mathematical expressions; documents illustrating the c

Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with

Network Science is the emerging field concerned with the study of large, realistic networks. This interdisciplinary endeavor, focusing on the patterns of interactions that arise between individual com