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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| Online Access: |
Full Text (via EBSCO) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
©2002.
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| Series: | Wiley finance series.
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| Subjects: |
| Summary: | 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 refer. |
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| Physical Description: | 1 online resource (xvii, 285 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 273-276) and index. |
| ISBN: | 0471274798 9780471274797 1280340665 9781280340666 9786610340668 6610340668 |
| Language: | English. |
| Source of Description, Etc. Note: | Print version record. |