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"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.
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Subjects
Finance, Preisangabe, Instruments de rive s (Finances), Mathematical models, Derivative securities, Mode les mathe matiques, Prix, Derivat (Wertpapier), Credit derivatives, Prices, Quantitative Methode, Finances, O konometrisches Modell, Modèles mathématiques, Instruments dérivés (Finances), Ökonometrisches Modell, Pricing, Instruments dérivés de crédit, BUSINESS & ECONOMICS, Investments & Securities, General, Risk managementEdition | Availability |
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1
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
2008, Wiley & Sons, Incorporated, John
in English
0470356146 9780470356142
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2
Quantitative Methods in Derivatives Pricing
2003, Wiley & Sons, Incorporated, John
in English
1280340665 9781280340666
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zzzz
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3
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
2003, Wiley & Sons, Incorporated, John
in English
0471274798 9780471274797
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zzzz
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4
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
April 19, 2002, Wiley
in English
0471394475 9780471394471
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Book Details
First Sentence
"The purpose of this short chapter is to motivate the notion that the price of a financial instrument is expressed in the form of an expectation of suitably discounted future values or cash flows."
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