MARC Record from harvard_bibliographic_metadata

LEADER: 02265cam a22002894a 4500
001 009196300-1
005 20030920113158.0
008 020529s2002 nyua b 001 0 eng
010 $a 2002071363
020 $a0471394475
035 0 $aocm49902941
040 $aDLC$cDLC$dHBS
042 $apcc
050 00 $aHG6024.A3$bT382 2002
082 00 $a332.64/5$221
100 1 $aTavella, Domingo,$d1948-
245 10 $aQuantitative methods in derivatives pricing :$ban introduction to computational finance /$cDomingo Tavella.
260 $aNew York :$bWiley,$cc2002.
300 $axvii, 285 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references (p. 273-276) and index.
520 1 $a"Quantitative Methods in Derivatives Pricing, researched and written by Domingo Tavella, one of the pioneers in the emergence of computational finance as a discipline in its own right, develops the main techniques and strategies of computational finance in a unified framework. From the plethora of methods that characterize a new discipline in a state of fluid evolution, this book concentrates on those that have proven to be sufficiently solid and robust to become a permanent part of the arsenal of strategies for pricing complex financial instruments. Either as a textbook or a reference source, this book's emphasis is on practicality and applications." "As a textbook, this work fills a palpable need for adequate material in the ever-increasing number of programs with an emphasis on sophisticated financial engineering. As a reference source, it provides a valuable overview of the most relevant methods and approaches of computational finance for those with adequate quantitative background entering the field of financial pricing."--BOOK JACKET.
505 0 $aCh. 1$tArbitrage and Pricing -- Ch. 2$tFundamentals of Stochastic Calculus -- Ch. 3$tPricing in Continuous Time -- Ch. 4$tScenario Generation -- Ch. 4$tScenario Generation -- Ch. 5$tEuropean Pricing with Simulation -- Ch. 6$tSimulation for Early Exercise -- Ch. 7$tPricing with Finite Differences
650 0 $aCredit derivatives$xMathematical models.
650 0 $aDerivative securities$xPrices$xMathematical models.
650 0 $aFinance$xMathematical models.
988 $a20030920
906 $0DLC