Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance Book

Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance, Praise for Quantitative Methods in Derivatives Pricing Tavella's text is ideal for a course on computational methods in finance. I cannot think of a better book for the purpose. The writing is clear and intuitive. The marriage of mathematical methods , Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

3 out of 5 stars based on 2 reviews

Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Written by author Domingo Tavella
Published by Wiley, John & Sons, Incorporated, April 2002
Praise for Quantitative Methods in Derivatives Pricing "Tavella's text is ideal for a course on computational methods in finance. I cannot think of a better book for the purpose. The writing is clear and intuitive. The marriage of mathematical methods
Quantitative Methods in Derivatives PricingQuantitative 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 techniq

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Ch. 1 Arbitrage and Pricing 1
Ch. 2 Fundamentals of Stochastic Calculus 8
Ch. 3 Pricing in Continuous Time 41
Ch. 4 Scenario Generation 77
Ch. 5 European Pricing with Simulation 121
Ch. 6 Simulation for Early Exercise 177
Ch. 7 Pricing with Finite Differences 207
Bibliography 273
Index 277

Title: Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

Manufacturer:

Wiley

Item Number: 9780471394471

Publication Date: April 2002

Number: 1

Product Description: Full Name: Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance; Short Name:Quantitative Methods in Derivatives Pricing

Universal Product Code (UPC): 9780471394471

WonderClub Stock Keeping Unit (WSKU): 9780471394471

Rating: 3/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/44/71/9780471394471.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 6.340 cm (2.50 inches)

Heigh : 9.370 cm (3.69 inches)

Depth: 1.040 cm (0.41 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

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Jeremy Cook

reviewed Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance on March 16, 2015

Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

Excellent introduction to not only time series but also contains good information on stochastic calculus and statistical concepts. The author is adept at communicating the ideas and the mathematics clearly and logically. I'm looking forward to trying out the R programs included in the book.

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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance, Praise for Quantitative Methods in Derivatives Pricing
Tavella's text is ideal for a course on computational methods in finance. I cannot think of a better book for the purpose. The writing is clear and intuitive. The marriage of mathematical methods , Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

Add Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance, Praise for Quantitative Methods in Derivatives Pricing Tavella's text is ideal for a course on computational methods in finance. I cannot think of a better book for the purpose. The writing is clear and intuitive. The marriage of mathematical methods , Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance to the inventory that you are selling on WonderClub

Add Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance, Praise for Quantitative Methods in Derivatives Pricing Tavella's text is ideal for a course on computational methods in finance. I cannot think of a better book for the purpose. The writing is clear and intuitive. The marriage of mathematical methods , Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance to your collection on WonderClub

Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance Book

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Ch. 1	Arbitrage and Pricing	1
Ch. 2	Fundamentals of Stochastic Calculus	8
Ch. 3	Pricing in Continuous Time	41
Ch. 4	Scenario Generation	77
Ch. 5	European Pricing with Simulation	121
Ch. 6	Simulation for Early Exercise	177
Ch. 7	Pricing with Finite Differences	207
	Bibliography	273
	Index	277