Quantitative methods in derivatives pricing : An introduction to computational finance
Topics discussed include: A brief introduction to single-period pricing A self-contained, practical introduction to stochastic calculus, with an emphasis on practical applications; Introduction to continuous-time pricing; Generation of scenarios for simulation, discussing methods and accuracy in de...
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New York
Wiley
c2002
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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