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...
Gorde:
| Egile nagusia: | Tavella, Domingo |
|---|---|
| Formatua: | Liburua |
| Hizkuntza: | Undetermined |
| Argitaratua: |
New York
Wiley
c2002
|
| Gaiak: | |
| Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
Antzeko izenburuak
-
Derivative Security Pricing:
Techniques, Methods and Applications
nork: Chiarella, Carl, et al.
Argitaratua: (2015) -
Derivatives :
nork: Wilmott, Paul
Argitaratua: (1998) -
Derivatives : the theory and practice of financial engineering /
nork: Wilmott, Paul.
Argitaratua: (1998) -
Interest rate models : theory and practice /
nork: Brigo, Damiano, 1966-
Argitaratua: (2001) -
Martingale methods in financial modelling
nork: Musiela, Marek
Argitaratua: (2007)