Quantitative methods in derivatives pricing 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 . Quantitative methods in derivatives pricing an introduction to computational finance domingo tavella john wiley sons inc of computational finance was created shortly thereafter and its success and popularity soon demonstrated that there was a body of work of suffi. Quantitative methods in derivatives pricing an introduction to computational finance tavella domingo 9780471274797 generic amazonca. This 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
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