000			01580cam a22003134a 4500
003			CO-NeUS
005			20180209102725.0
008			020529s2002 nyua b 001 0 eng
020			_a0471394475
040			_aDLC _cDLC _dCO-NeUS _bEspañol
041			_aeng
082	0	0	_a332.645 _bT232q _221
100	1		_aTavella, Domingo _985958
245	1	0	_aQuantitative methods in derivatives pricing _ban introduction to computational finance _cDomingo Tavella.
264			_aNew York _bWiley _c©2002.
300			_axvii, 285 páginas _bilustrado _c24 cm.
490			_a[Wiley finance] _994494
504			_aIncluye referencias bibliográficas (p. 273-276) e índice.
505			_aArbitrage 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
650		0	_aCredit derivatives _xMathematical models. _9105138
650		0	_aDerivative securities _xPrices _xMathematical models. _9106339
650		0	_aFinance _xMathematical models. _9110687
650		0	_aDerivado de crédito (finanzas) _xModelo matemático _9106333
650		0	_aValor derivado _xPrecios _xModelo matemático _9134314
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/wiley042/2002071363.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/description/wiley035/2002071363.html
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/wiley023/2002071363.html
942			_cCG
999			_c35898 _d35898