Tavella, Domingo 1948-
Quantitative methods in derivatives pricing an introduction to computational finance Domingo Tavella. - xvii, 285 páginas ilustrado 24 cm. - [Wiley finance] .
Incluye referencias bibliográficas (p. 273-276) e índice.
Arbitrage and Pricing -- Fundamentals of Stochastic Calculus -- Pricing in Continuous Time -- Scenario Generation -- European Pricing with Simulation -- Simulation for Early Exercise -- Pricing with Finite Differences -- Bibliography -- Index
0471394475
Credit derivatives--Mathematical models.
Derivative securities--Prices--Mathematical models.
Finance--Mathematical models.
Derivado de crédito (finanzas)--Modelo matemático
Valor derivado--Precios--Modelo matemático
332.645 / T232q
Quantitative methods in derivatives pricing an introduction to computational finance Domingo Tavella. - xvii, 285 páginas ilustrado 24 cm. - [Wiley finance] .
Incluye referencias bibliográficas (p. 273-276) e índice.
Arbitrage and Pricing -- Fundamentals of Stochastic Calculus -- Pricing in Continuous Time -- Scenario Generation -- European Pricing with Simulation -- Simulation for Early Exercise -- Pricing with Finite Differences -- Bibliography -- Index
0471394475
Credit derivatives--Mathematical models.
Derivative securities--Prices--Mathematical models.
Finance--Mathematical models.
Derivado de crédito (finanzas)--Modelo matemático
Valor derivado--Precios--Modelo matemático
332.645 / T232q