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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Podrobná bibliografie
Hlavní autor:	Tavella, Domingo
Médium:	Kniha
Jazyk:	Undetermined
Vydáno:	New York Wiley c2002
Témata:	Credit derivatives,Derivative securities,Finance,Tài chính Mathematical models,Prices,Mathematical models,Mathematical models,Loại hình toán học
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo otaguje tento záznam!

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

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