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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Bibliografiske detaljer
Hovedforfatter:	Tavella, Domingo
Format:	Bog
Sprog:	Undetermined
Udgivet:	New York Wiley c2002
Fag:	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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