Téléchargez le livre : Quantitative Methods in Derivatives Pricing

Quantitative Methods in Derivatives Pricing

An Introduction to Computational Finance

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2003-04-07



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Description
This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies.
Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
Pages
304 pages
Collection
Wiley Finance
Parution
2003-04-07
Marque
Wiley
EAN papier
9780471394471
EAN PDF
9780471274797
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
304
Taille du fichier
6226 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
108,24 €

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