Для просмотра ссылки Войди или Зарегистрируйся
Название: Quantitative Methods in Derivatives Pricing
Год: 2011
Издатель: Wiley
Язык: english
Кол-во страниц: 272
Формат: PDF
Описание:
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.
Скачать
Для просмотра ссылки Войдиили Зарегистрируйся
Название: Quantitative Methods in Derivatives Pricing
Год: 2011
Издатель: Wiley
Язык: english
Кол-во страниц: 272
Формат: PDF
Описание:
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.
Скачать
Для просмотра ссылки Войди