MARC Record from marc_columbia

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001 4241097
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006 m o d
007 cr cn|||||||||
008 030609s2002 njua ob 001 0 eng d
010 $z 2002071363
035 $a(OCoLC)ocm52389254
035 $a(NNC)4241097
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020 $a0471274798$q(electronic bk.)
020 $a9780471274797$q(electronic bk.)
020 $a1280340665
020 $a9781280340666
020 $a9786610340668
020 $a6610340668
020 $z9780471394471
020 $z0471394475
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037 $a29C71172-1E0B-4837-9DE5-B9AD6236978D$bOverDrive, Inc.$nhttp://www.overdrive.com
050 4 $aHG6024.A3$bT382 2002eb
072 7 $aBUS$x036000$2bisacsh
072 7 $aKFFM$2bicssc
082 04 $a332.64/5$221
049 $aZCUA
100 1 $aTavella, Domingo,$d1948-
245 10 $aQuantitative methods in derivatives pricing :$ban introduction to computational finance /$cDomingo Tavella.
260 $aHoboken, N.J. :$bWiley,$c©2002.
300 $a1 online resource (xvii, 285 pages) :$billustrations
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
504 $aIncludes bibliographical references (pages 273-276) and index.
505 0 $aQuantitative Methods in derivatives pricing; preface; acknowledgments; contents; CHAPTER 1 Arbitrage and Pricing; CHAPTER 2 Fundamentals of Stochastic Calculus; CHAPTER 3 Pricing in Continuous Time; CHAPTER 4 Scenario Generation; CHAPTER 5 European Pricing with Simulation; CHAPTER 6 Simulation for Early Exercise; CHAPTER 7 Pricing with Finite Differences; BIBLIOGRAPHY; INDEX.
520 $aThis book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a refer.
588 0 $aPrint version record.
546 $aEnglish.
650 0 $aCredit derivatives$xMathematical models.
650 0 $aDerivative securities$xPrices$xMathematical models.
650 0 $aFinance$xMathematical models.
650 6 $aInstruments dérivés de crédit$xModèles mathématiques.
650 6 $aInstruments dérivés (Finances)$xPrix$xModèles mathématiques.
650 6 $aFinances$xModèles mathématiques.
650 7 $aBUSINESS & ECONOMICS$xInvestments & Securities$xGeneral.$2bisacsh
650 7 $aDerivative securities$xPrices$xMathematical models.$2fast$0(OCoLC)fst00891028
650 7 $aFinance$xMathematical models.$2fast$0(OCoLC)fst00924398
655 0 $aElectronic books.
655 4 $aElectronic books.
776 08 $iPrint version:$aTavella, Domingo, 1948-$tQuantitative methods in derivatives pricing.$dHoboken, N.J. : Wiley, ©2002$z0471394475$w(DLC) 2002071363$w(OCoLC)49902941
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio4241097$zAll EBSCO eBooks
852 8 $blweb$hEBOOKS