Download E-books Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance (Wiley Finance) PDF

By Domingo Tavella

This publication offers a cogent description of the most methodologies utilized in derivatives pricing. beginning with a precis of the weather of Stochastic Calculus, Quantitative equipment in Derivatives Pricing develops the basic instruments of monetary engineering, similar to situation iteration, simulation for ecu tools, simulation for American tools, and finite modifications in an intuitive and functional demeanour, with an abundance of functional examples and case reviews. meant basically as an introductory graduate textbook in computational finance, this ebook also will function a reference for practitioners looking simple info on replacement pricing methodologies.

Domingo Tavella is President of Octanti affiliates, a consulting enterprise in danger administration and fiscal platforms layout. he's the founder and leader editor of the magazine of Computational Finance and has pioneered the applying of complicated numerical options in pricing and possibility research within the monetary and assurance industries. Tavella coauthored Pricing monetary tools: The Finite distinction process. He holds a PhD in aeronautical engineering from Stanford college and an MBA in finance from the collage of California at Berkeley.

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