Quantitative methods in derivatives pricing : an introduction to computational finance / Domingo Tavella.
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...
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Full Text (via EBSCO) |
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Format: | eBook |
Language: | English |
Published: |
Hoboken, N.J. :
Wiley,
©2002.
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Series: | Wiley finance series.
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Subjects: |
Internet
Full Text (via EBSCO)Online
Call Number: |
HG6024.A3 T382 2002eb
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HG6024.A3 T382 2002eb | Available |