Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance Hardcover Book, eBook Download in EPUB, MOBI and PDF

No photo for Domingo Tavella
Domingo Tavella

Visit Domingo Tavella's Page - find all the books, read about the author, and more.

Are you an author and want to add information about yourself or book? Visit the Contact Us page and use the feedback form.

Overall Rating: 3.5

Short Link: https://gtkrm.info/pgzxzX


Get a book in paper version

Brief introduction

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...

read more

Are you looking book Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance for reading on a computer or a smartphone? Our search will help you find and download a book in any e-Book format.

To Search

Search of electronic versions of books is carried out in a completely automatic mode, using the data provided by API of third-party sites and services. Search is carried out by the unique name of the book and it's ISBN code (if the code is available).

Bibliographic data

This edition of book was issued in Hardcover. The volume of the book is 304 pages (approximate value, can be different depending on the edition). First book "Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance" was published in 2002.

Original Title
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
ISBN13
9780471394471
First Published
2002 year
Edition Format
Hardcover
Book Language
English
Number of Pages
304 pages
Ebook Format
All DRM Support Types (EPUB, MOBI and PDF)
Information about the versions of the electronic book is preliminary. Available formats depend on the services that provide the distribution of such content (third parties).
PDF file

Download and save all data of Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance book in one free PDF file. Includes bibliographic data, information about the author of the book, description of the book and other (if such information is available).

Click the button and the file will be created after the page reloads. In the future, the file will be accessible via a direct link.

Generate PDF File
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance - book cover

The cover image of the "Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance" book was obtained from open sources, all rights to this image belong to the rightholders or their legal representatives.

DMCA Protected

Our site complies with the law. Therefore, on our servers there is no any byte of information that would violate the rights of writers or third parties.

This site is the site of the Amazon Affiliate Program and other online stores (the list is constantly expanding). It only provides affiliate links to online shopping for buying books. All books are copyrights to the original owners.

The search for information about books and authors is carried out through the API of search engines, such as Google, Bing and Yahoo. We do not change the information, just give it a structure and a convenient view for reading.

This site will respond to "any and all take-down requests" that comply with the requirements of the Digital Millennium Copyright Act (DMCA), and other applicable intellectual property laws. If you believe that a website page infringes on your copyright then please use the form to submit a request.

Rate this book

You can vote only once. Voting is completely anonymous and does not require registration. Your voices will help other users to choose the right book.

Description of "Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance"

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 for European instruments, simulation for American instruments, and finite d 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 for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies.

Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries.

Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.

This description is taken from the website: https://gtkrm.info/pgzxzX.


Using data provided by third-party sites, we help you in the search for electronic versions of books. Just click on the button, wait a few seconds and the search engine of our site is sure to get a few links.

To search on our site you do not need to register and do not need to provide personal information. Please do not update or close the page until the search is complete - it will not take much time. Otherwise, the search will need to be repeated.

Sites and services that store files may require registration and other conditions for access to downloading and reading electronic books.

Download

Newest added books