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
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
β Scribed by Domingo Tavella
- Publisher
- Wiley
- Year
- 2002
- Tongue
- English
- Leaves
- 304
- Edition
- 1st
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This book seems to have been written for mathematical finance experts...but then what's the point? If you already know the stuff, why bother buying a book you already know everything about?
β¦ Subjects
Π€ΠΈΠ½Π°Π½ΡΠΎΠ²ΠΎ-ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΈΠ΅ Π΄ΠΈΡΡΠΈΠΏΠ»ΠΈΠ½Ρ;Π€ΠΈΠ½Π°Π½ΡΠΎΠ²Π°Ρ ΠΌΠ°ΡΠ΅ΠΌΠ°ΡΠΈΠΊΠ°;
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