Quantitative methods in derivatives pricing :

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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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Bibliografski detalji
Glavni autor:	Tavella, Domingo
Format:	Knjiga
Jezik:	Undetermined
Izdano:	New York Wiley c2002
Teme:	Credit derivatives,Derivative securities,Finance,Tài chính Mathematical models,Prices,Mathematical models,Mathematical models,Loại hình toán học
Oznake:	Dodaj oznaku Bez oznaka, Budi prvi tko označuje ovaj zapis!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

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