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

This is a lively textbook providing an introduction to financial option valuation for undergraduates armed with a knowledge of 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 background in probability, statistics or numerical analysis required. The book includes many figures and examples, as well as computations based on real stock market data and each chapter comes with an accompanying stand-alone MATLAB code to illustrate a key idea.