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

By Domingo Tavella

This e-book provides a cogent description of the most methodologies utilized in derivatives pricing. beginning with a precis of the weather of Stochastic Calculus, Quantitative tools in Derivatives Pricing develops the elemental instruments of monetary engineering, reminiscent of state of affairs new release, simulation for ecu tools, simulation for American tools, and finite modifications in an intuitive and sensible demeanour, with an abundance of functional examples and case reports. meant essentially as an introductory graduate textbook in computational finance, this publication also will function a reference for practitioners looking uncomplicated details on replacement pricing methodologies.

Domingo Tavella is President of Octanti affiliates, a consulting company in threat administration and monetary structures layout. he's the founder and leader editor of the magazine of Computational Finance and has pioneered the applying of complicated numerical innovations in pricing and threat research within the monetary and coverage industries. Tavella coauthored Pricing monetary tools: The Finite distinction strategy. 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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Read or Download Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance (Wiley Finance) PDF

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