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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
de Domingo Tavella
- Nuevo
- Estado
- Nuevo
- ISBN 10
- 0471394475
- ISBN 13
- 9780471394471
- Librería
-
Southport, Merseyside, United Kingdom
Formas de pago aceptadas
Sobre este artículo
New. 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.
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Detalles
- Librería
- The Saint Bookstore
(GB)
- Inventario del vendedor #
- A9780471394471
- Título
- Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
- Autor
- Domingo Tavella
- Estado del libro
- Nuevo
- Cantidad disponible
- 1
- Encuadernación
- Tapa dura
- ISBN 10
- 0471394475
- ISBN 13
- 9780471394471
- Editorial
- Wiley
- Lugar de publicación
- New York, Ny, U.s.a.
- Primera fecha de publicación de esta edición
- April 19, 2002
Términos de venta
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Sobre el vendedor
The Saint Bookstore
Miembro de Biblio desde 2018
Southport, Merseyside
Sobre The Saint Bookstore
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