Quantitative methods in derivatives pricing :

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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखक: Tavella, Domingo
स्वरूप: पुस्तक
भाषा:Undetermined
प्रकाशित: New York Wiley c2002
विषय:
Credit derivatives,Derivative securities,Finance,Tài chính
Mathematical models,Prices,Mathematical models,Mathematical models,Loại hình toán học
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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082 |b T232 
100 |a Tavella, Domingo 
245 0 |a Quantitative methods in derivatives pricing : 
245 3 |b An introduction to computational finance 
245 0 |c Domingo Tavella 
260 |a New York 
260 |b Wiley 
260 |c c2002 
520 |a 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 detail; Simulation applied to computing expectations for European pricing; Simulation applied to early exercise pricing, presenting a detailed description of the least squares Monte Carlo method; The use of finite differences in option pricing 
650 |a Credit derivatives,Derivative securities,Finance,Tài chính 
650 |x Mathematical models,Prices,Mathematical models,Mathematical models,Loại hình toán học 
904 |i Nguyên 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ 

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