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

By Domingo Tavella

This ebook provides 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 elemental instruments of monetary engineering, reminiscent of situation iteration, simulation for ecu tools, simulation for American tools, and finite transformations in an intuitive and useful demeanour, with an abundance of useful examples and case experiences. meant basically as an introductory graduate textbook in computational finance, this publication also will function a reference for practitioners looking simple details on replacement pricing methodologies.

Domingo Tavella is President of Octanti affiliates, a consulting company in probability administration and fiscal structures layout. he's the founder and leader editor of the magazine of Computational Finance and has pioneered the applying of complicated numerical suggestions in pricing and possibility research within the monetary and coverage industries. Tavella coauthored Pricing monetary tools: The Finite distinction technique. 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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