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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Tavella, Domingo
Formatua: Liburua
Hizkuntza:Undetermined
Argitaratua: New York Wiley c2002
Gaiak:
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