01277nam a2200229Ia 4500 CTU_153296 210402s9999 xx 000 0 und d 57.94 332.645 T232 Tavella, Domingo Quantitative methods in derivatives pricing : An introduction to computational finance Domingo Tavella New York Wiley c2002 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 Credit derivatives,Derivative securities,Finance,Tài chính Mathematical models,Prices,Mathematical models,Mathematical models,Loại hình toán học Nguyên Trung tâm Học liệu Trường Đại học Cần Thơ