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Quantitative methods in derivatives pricing : an introduction to computational finance

Author: Domingo Tavella
Publisher: Hoboken, N.J. : Wiley, ©2002.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Tavella, Domingo, 1948-
Quantitative methods in derivatives pricing.
Hoboken, N.J. : Wiley, ©2002
(DLC) 2002071363
(OCoLC)49902941
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Domingo Tavella
ISBN: 0471274798 9780471274797 1280340665 9781280340666 9786610340668 6610340668
OCLC Number: 52389254
Language Note: English.
Description: 1 online resource (xvii, 285 pages) : illustrations.
Contents: Quantitative Methods in derivatives pricing; preface; acknowledgments; contents; CHAPTER 1 Arbitrage and Pricing; CHAPTER 2 Fundamentals of Stochastic Calculus; CHAPTER 3 Pricing in Continuous Time; CHAPTER 4 Scenario Generation; CHAPTER 5 European Pricing with Simulation; CHAPTER 6 Simulation for Early Exercise; CHAPTER 7 Pricing with Finite Differences; BIBLIOGRAPHY; INDEX.
Responsibility: Domingo Tavella.
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Abstract:

This book provides readers with the theories and methodologies of credit risk and pricing of credit derivatives. Credit Derivativesalso includes detailed, practical implementations of these theories  Read more...

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