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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書目詳細資料
主要作者:	Tavella, Domingo
格式:	圖書
語言:	Undetermined
出版:	New York Wiley c2002
主題:	Credit derivatives,Derivative securities,Finance,Tài chính Mathematical models,Prices,Mathematical models,Mathematical models,Loại hình toán học
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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

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