Quantitative Methods in Derivatives Pricing

By Domingo Tavella

Subjects: Ökonometrisches Modell, Instruments dérivés (Finances), Risk management, Mode les mathe matiques, Pricing, BUSINESS & ECONOMICS, Credit derivatives, Quantitative Methode, General, Mathematical models, Instruments de rive s (Finances), Prix, Investments & Securities, Derivat (Wertpapier), O konometrisches Modell, Prices, Modèles mathématiques, Finances, Derivative securities, Instruments dérivés de crédit, Finance, Preisangabe

Description: "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.