Matches in Harvard for { <http://id.lib.harvard.edu/aleph/009196300/catalog> ?p ?o. }
Showing items 1 to 23 of
23
with 100 items per page.
- catalog abstract ""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.".
- catalog contributor b12962448.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description ""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.".
- catalog description "Ch. 1 Arbitrage and Pricing -- Ch. 2 Fundamentals of Stochastic Calculus -- Ch. 3 Pricing in Continuous Time -- Ch. 4 Scenario Generation -- Ch. 4 Scenario Generation -- Ch. 5 European Pricing with Simulation -- Ch. 6 Simulation for Early Exercise -- Ch. 7 Pricing with Finite Differences".
- catalog description "Includes bibliographical references (p. 273-276) and index.".
- catalog extent "xvii, 285 p. :".
- catalog identifier "0471394475".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "New York : Wiley,".
- catalog subject "332.64/5 21".
- catalog subject "Credit derivatives Mathematical models.".
- catalog subject "Derivative securities Prices Mathematical models.".
- catalog subject "Finance Mathematical models.".
- catalog subject "HG6024.A3 T382 2002".
- catalog tableOfContents "Ch. 1 Arbitrage and Pricing -- Ch. 2 Fundamentals of Stochastic Calculus -- Ch. 3 Pricing in Continuous Time -- Ch. 4 Scenario Generation -- Ch. 4 Scenario Generation -- Ch. 5 European Pricing with Simulation -- Ch. 6 Simulation for Early Exercise -- Ch. 7 Pricing with Finite Differences".
- catalog title "Quantitative methods in derivatives pricing : an introduction to computational finance / Domingo Tavella.".
- catalog type "text".