Quantitative Methods in Derivatives Pricing - Info and Reading Options
An Introduction to Computational Finance
By Domingo Tavella
"Quantitative Methods in Derivatives Pricing" is published by Wiley in April 19, 2002, it has 256 pages and the language of the book is English.
“Quantitative Methods in Derivatives Pricing” Metadata:
- Title: ➤ Quantitative Methods in Derivatives Pricing
- Author: Domingo Tavella
- Language: English
- Number of Pages: 256
- Publisher: Wiley
- Publish Date: April 19, 2002
“Quantitative Methods in Derivatives Pricing” Subjects and Themes:
- Subjects: ➤ Finance - Preisangabe - Instruments de rive s (Finances) - Mathematical models - Derivative securities - Mode les mathe matiques - Prix - Derivat (Wertpapier) - Credit derivatives - Prices - Quantitative Methode - Finances - O konometrisches Modell - Modèles mathématiques - Instruments dérivés (Finances) - Ökonometrisches Modell - Pricing - Instruments dérivés de crédit - BUSINESS & ECONOMICS - Investments & Securities - General - Risk management
Edition Identifiers:
- The Open Library ID: OL7616498M - OL8226481W
- Online Computer Library Center (OCLC) ID: 52389254 - 49902941
- Library of Congress Control Number (LCCN): 2002071363
- ISBN-13: 9780471394471
- ISBN-10: 0471394475
- All ISBNs: 0471394475 - 9780471394471
AI-generated Review of “Quantitative Methods in Derivatives Pricing”:
Snippets and Summary:
The purpose of this short chapter is to motivate the notion that the price of a financial instrument is expressed in the form of an expectation of suitably discounted future values or cash flows.
"Quantitative Methods in Derivatives Pricing" Description:
The Open Library:
"Quantitative Methods in Derivatives Pricing, researched and written by Domingo Tavella, one of the pioneers in the emergence of computational finance as a discipline in its own right, develops the main techniques and strategies of computational finance in a unified framework. From the plethora of methods that characterize a new discipline in a state of fluid evolution, this book concentrates on those that have proven to be sufficiently solid and robust to become a permanent part of the arsenal of strategies for pricing complex financial instruments. Either as a textbook or a reference source, this book's emphasis is on practicality and applications.". "As a textbook, this work fills a palpable need for adequate material in the ever-increasing number of programs with an emphasis on sophisticated financial engineering. As a reference source, it provides a valuable overview of the most relevant methods and approaches of computational finance for those with adequate quantitative background entering the field of financial pricing."--BOOK JACKET.
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