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...

Cur síos iomlán

Đã lưu trong:
Sonraí Bibleagrafaíochta
Príomhúdar: Tavella, Domingo
Formáid: Leabhar
Teanga:Undetermined
Foilsithe: New York Wiley c2002
Ábhair:
Clibeanna: Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ