Title: Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance (Wiley Finance) Tavella, Domingo
Publisher: Wiley
Publication Date: 2002
Language: English
ISBN 10: 0471394475
ISBN 13: 9780471394471
Binding: Hardcover May 16, 2002
Condition: gebraucht; wie neu

About this title

Synopsis

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.
Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.

About the Author

DOMINGO A. TAVELLA is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and Chief Editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.

"About this title" may belong to another edition of this title.

Store Description

Bei antiquarischen B�chern ist die Zustandbeschreibung immer als "altersgem�ss" zu verstehen. Sie k�nnen nat�rlich auch Fotos der gew�nschten Position anf�rdern. Wir freuen uns �ber Ihr Vertrauen und auf Ihre gesch�tzte Bestellung. Fragen Sie uns einfach nach.

Visit Seller's Storefront

Seller's business information

Biopuls GmbH
Amriswilerstrasse 10, Biopuls GmbH, Dozwil, 8582, Switzerland

Sale & Shipping Terms

Terms of Sale

Die B�cher werden in der Regel bis 48 Stunden nach
Bestelleingang verschickt. Die Versandkostenpauschalen basieren auf Durchschnittswerten f�r unter 1 kg schwere B�cher. Versand in einem
Luftpolster- oder Kartonumschlag. Die Versandkosten m�ssen evtl. l�nderspezifisch angepasst werden

Shipping Terms

Die Ware wird in der Regel innerhalb von 48 Stunden nach Bestelleingang verschickt. Bitte entnehmen Sie den voraussichtlichen Liefertermin Ihrer Bestellbest�tigung. Die Versandkostenpauschalen basieren auf Durchschnittswerten f�r 1 kg schwere B�cher. �ber abweichende Kosten (z.B. wegen eines sehr schweren Buches) werden Sie gegebenenfalls vom Verk�ufer informiert.

Shipping rates from Switzerland to U.S.A.

Shipping rates from Switzerland to U.S.A.
Order quantity	8 to 15 business days	7 to 14 business days
First item	US$ 41.94	US$ 41.94

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.