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

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

4.85 65,476 ratings · 6,240 reviews
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Pages 297
Publisher Not Avail
Published May 14, 2014
ISBN 23045521
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D.J. Higham
About the Author
D.J. Higham
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D.J. Higham is the author of several novels. Originally from the East Coast, they now live in the Midwest with family. In addition to writing, D.J. Higham enjoys gardening, cooking, and reading way past bedtime. Their work often explores the complexities of everyday life and human relationships.

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Mark Scott
Mark Scott August 13, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Emily Torres
Emily Torres November 07, 2025
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Michelle Walker
Michelle Walker July 01, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Daniel King
Daniel King February 15, 2025
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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Jennifer Brown
Jennifer Brown February 04, 2024
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
George  Parker
George Parker April 03, 2024
A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Sarah Thompson
Sarah Thompson December 13, 2024
I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Karen Young
Karen Young December 27, 2025
It was adequate. The prose was competent, yet the characters lacked the depth I usually seek. Perhaps more aligned with a different audience's tastes.
Robert Rivera
Robert Rivera June 05, 2024
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Ryan Thompson
Ryan Thompson August 07, 2024
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Mark Collins
Mark Collins June 05, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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Cynthia Young April 04, 2025
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William Evans January 09, 2025
Not entirely to my refined tastes. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
Ryan Thompson
Ryan Thompson January 11, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Karen Collins October 06, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
George Thompson
George Thompson August 29, 2024
An acceptable diversion. It verged on repetitive in the second act. A more concise edit would have served it well. Perfectly average.
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Linda Adams August 17, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Ashley Gomez
Ashley Gomez June 11, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Karen Young
Karen Young July 07, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
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Barbara Clark November 29, 2025
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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Steven Flores May 31, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Jessica Thompson
Jessica Thompson February 05, 2024
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Lisa Lee
Lisa Lee January 09, 2025
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Edward Turner
Edward Turner December 20, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
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Kevin Green February 12, 2025
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Kenneth Jones January 20, 2025
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Jessica Thompson
Jessica Thompson January 31, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Joshua Jackson
Joshua Jackson January 05, 2024
An acceptable diversion. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Suitable if your reading queue is empty.
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Margaret Johnson April 10, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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Thomas Ramirez December 03, 2024
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Sharon Moore
Sharon Moore July 30, 2025
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
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Matthew Gomez December 05, 2024
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
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Betty King
Betty King March 29, 2025
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A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
Ashley Jones
Ashley Jones December 20, 2025
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Edward Turner
Edward Turner February 02, 2024
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
Carol Torres
Carol Torres September 08, 2025
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Nancy Young September 04, 2025
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
George Wilson
George Wilson February 21, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Karen Roberts
Karen Roberts February 11, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Gary Miller
Gary Miller March 18, 2024
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Eric Harris
Eric Harris November 16, 2024
A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
Andrew Garcia
Andrew Garcia June 25, 2024
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Deborah Baker
Deborah Baker December 28, 2025
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Christopher Rivera
Christopher Rivera January 21, 2024
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Matthew Gomez
Matthew Gomez July 16, 2025
I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Michael Rivera
Michael Rivera November 28, 2025
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A solid 4 stars from me.
Donna Adams
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Michael Hernandez
Michael Hernandez December 05, 2024
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Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
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Michelle Williams December 19, 2025
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Linda Green January 30, 2024
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Sharon Hill
Sharon Hill September 08, 2025
A decent, if standard, experience. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
Mark Collins
Mark Collins November 09, 2024
An acceptable diversion. It verged on repetitive in the second act. A more concise edit would have served it well. Perfectly average.
Jacob Hill
Jacob Hill February 01, 2025
I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A solid 4 stars from me.
Andrew Ramirez
Andrew Ramirez March 16, 2025
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Dorothy Adams
Dorothy Adams November 10, 2024
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Michelle Adams
Michelle Adams April 10, 2024
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Richard Robinson
Richard Robinson February 26, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Ashley Lopez
Ashley Lopez October 31, 2025
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Michelle Williams
Michelle Williams March 14, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Dorothy Thompson
Dorothy Thompson September 07, 2024
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
Jessica  Parker
Jessica Parker July 25, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Gary Rivera
Gary Rivera November 17, 2024
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Michael Sanchez
Michael Sanchez March 29, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Susan Green
Susan Green July 13, 2024
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Edward Garcia
Edward Garcia November 04, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Dorothy Johnson
Dorothy Johnson March 14, 2025
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
James Scott
James Scott July 17, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Ryan Brown
Ryan Brown August 11, 2025
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Deborah Turner
Deborah Turner July 30, 2025
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Laura Turner
Laura Turner July 02, 2024
I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Matthew Gomez
Matthew Gomez November 27, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Emily Anderson
Emily Anderson July 24, 2025
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Carol Flores
Carol Flores April 16, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Laura Moore
Laura Moore September 18, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Karen  Davis
Karen Davis November 30, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
Donald Thompson
Donald Thompson June 08, 2025
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Patricia Lee
Patricia Lee April 27, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Andrew Sanchez
Andrew Sanchez July 14, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Charles Roberts
Charles Roberts October 03, 2025
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Dorothy Anderson
Dorothy Anderson September 24, 2025
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Brian Green
Brian Green September 26, 2024
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Melissa Ramirez
Melissa Ramirez March 05, 2025
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Paul Smith
Paul Smith June 03, 2024
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Cynthia Roberts
Cynthia Roberts January 06, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Sharon Wright
Sharon Wright June 06, 2025
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Susan  Davis
Susan Davis April 11, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Christopher Rivera
Christopher Rivera January 21, 2025
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Donald Smith
Donald Smith August 13, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Rebecca Clark
Rebecca Clark June 16, 2024
Not entirely to my refined tastes. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes.
Lisa Taylor
Lisa Taylor February 07, 2024
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
David Adams
David Adams May 27, 2024
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Daniel Thompson
Daniel Thompson July 25, 2025
An acceptable diversion. The prose was competent, yet the characters lacked the depth I usually seek. Unlikely to reread, but a reasonable expenditure of time.
Lisa Taylor
Lisa Taylor April 29, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Dorothy Collins
Dorothy Collins August 29, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
James Scott
James Scott August 22, 2024
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
John Wilson
John Wilson December 21, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Joshua Campbell
Joshua Campbell September 09, 2025
It was adequate. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perhaps more aligned with a different audience's tastes.
Lisa  Parker
Lisa Parker September 20, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Joshua Lopez
Joshua Lopez August 01, 2024
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Jacob Hill
Jacob Hill January 11, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
Kenneth Adams
Kenneth Adams November 03, 2025
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Donald Nguyen
Donald Nguyen November 09, 2024
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Kevin King
Kevin King July 09, 2024
I find myself somewhat conflicted. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
Joseph Perez
Joseph Perez November 13, 2025
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Charles Jackson
Charles Jackson July 20, 2025
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Sharon Hill
Sharon Hill October 07, 2024
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Jessica Thompson
Jessica Thompson June 11, 2025
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Michelle Johnson
Michelle Johnson April 20, 2025
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Joshua Allen
Joshua Allen January 17, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Elizabeth Hall
Elizabeth Hall October 10, 2025
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Thomas Collins
Thomas Collins July 22, 2025
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Andrew Ramirez
Andrew Ramirez March 07, 2025
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Betty Jones
Betty Jones July 16, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
John Walker
John Walker August 22, 2024
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Susan  Davis
Susan Davis June 09, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Linda Johnson
Linda Johnson March 01, 2025
An acceptable diversion. Certain acts were fascinating, while others felt like a slight endeavor to complete. A fair 3 stars.
Andrew Phillips
Andrew Phillips December 07, 2025
I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Michelle Williams
Michelle Williams August 10, 2025
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Mark Smith
Mark Smith April 20, 2024
I find myself somewhat conflicted. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. A fair 3 stars.
Stephanie Green
Stephanie Green May 06, 2025
A decent, if standard, experience. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
Barbara Diaz
Barbara Diaz October 09, 2024
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Kimberly Wright
Kimberly Wright August 05, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Sandra Allen
Sandra Allen July 31, 2025
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Mark Baker
Mark Baker April 28, 2025
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Richard Perez
Richard Perez December 11, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Jacob Allen
Jacob Allen September 27, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Margaret Johnson
Margaret Johnson December 21, 2025
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Donna Carter
Donna Carter December 02, 2025
A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Deborah Clark
Deborah Clark April 24, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
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