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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Bibliographic Details
Online Access: Full Text (via EBSCO)
Main Author: Tavella, Domingo, 1948-
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2002.
Series:Wiley finance series.
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Call Number: HG6024.A3 T382 2002eb
HG6024.A3 T382 2002eb Available