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Quantitative methods in derivatives ...

Tavella, Domingo,1948-

Quantitative methods in derivatives pricingan introduction to computational finance /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Quantitative methods in derivatives pricing/ Domingo Tavella.
Reminder of title:	an introduction to computational finance /
Author:	Tavella, Domingo,
Published:	Hoboken, N.J. :Wiley,�002.
Description:	1 online resource (xvii, 285 pages) :illustrations
Subject:	Credit derivatives - Mathematical models. -
Online resource:	Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:	0471274798 (electronic bk.)
ISBN:	9780471274797 (electronic bk.)

Quantitative methods in derivatives pricingan introduction to computational finance /
Tavella, Domingo,1948-

Quantitative methods in derivatives pricingan introduction to computational finance /[electronic resource] :Domingo Tavella. - Hoboken, N.J. :Wiley,�002. - 1 online resource (xvii, 285 pages) :illustrations

Includes bibliographical references (pages 273-276) and index.

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.

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.

ISBN: 0471274798 (electronic bk.)

OverDrive, Inc.http://www.overdrive.comSubjects--Topical Terms:

1000071016
Credit derivatives
--Mathematical models.Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG6024.A3 / T382 2002eb

Dewey Class. No.: 332.64/5

Quantitative methods in derivatives pricingan introduction to computational finance /
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504 $a Includes bibliographical references (pages 273-276) and index.
505 0 $a 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.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Credit derivatives $x Mathematical models. $3 1000071016
650 0 $a Derivative securities $x Prices $x Mathematical models. $3 169901
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