Quantitative methods in derivatives pricing an introduction to computational finance Domingo Tavella.
By: Tavella, Domingo
.
Series: [Wiley finance].New York Wiley ©2002Description: xvii, 285 páginas ilustrado 24 cm.ISBN: 0471394475.Subject(s): Credit derivatives -- Mathematical models | Derivative securities -- Prices -- Mathematical models | Finance -- Mathematical models | Derivado de crédito (finanzas) -- Modelo matemático | Valor derivado -- Precios -- Modelo matemáticoDDC classification: 332.645 Online resources: Contributor biographical information | Publisher description | Table of contents
Contents:
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
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 332.645 / T232q (Browse shelf) | Ej.1 | Available | 8000022270 |
Total holds: 0
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
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