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Condition: good. Used book in good and clean conditions. Pages and cover are intact. Limited notes marks and highlighting may be present. May show signs of normal shelf wear and bends on edges. Item may be missing CDs or access codes. May include library marks. Fast Shipping.
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Published by Wiley & Sons, Incorporated, John, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
First Edition
Condition: Very Good. 1st. Used book that is in excellent condition. May show signs of wear or have minor defects.
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Published by Wiley & Sons, Incorporated, John, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
First Edition
Condition: Good. 1st. Used book that is in clean, average condition without any missing pages.
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Published by Wiley & Sons, Incorporated, John, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
First Edition
Condition: Very Good. 1st. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.3.
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.15.
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Add to basketCondition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:0471394475.
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Pricing Financial Instruments : The Finite Difference Method
Published by Wiley & Sons, Incorporated, John, 2000
ISBN 10: 0471197602 ISBN 13: 9780471197607
Language: English
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.15.
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Hardcover. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks.
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Pricing Financial Instruments: The Finite Difference Method
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Add to basketCondition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
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Data Mining and Market Intelligence for Optimal Marketing Returns
Published by Butterworth-Heinemann, 2008
ISBN 10: 0750682345 ISBN 13: 9780750682343
Language: English
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Data Mining and Market Intelligence for Optimal Marketing Returns
Published by Routledge 2008-05-22, 2008
ISBN 10: 0750682345 ISBN 13: 9780750682343
Language: English
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Quantitative Methods in Derivatives Pricing (Hardcover)
Published by John Wiley & Sons Inc, New York, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
Hardcover. Condition: new. Hardcover. 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. This book provides readers with the theories and methodologies of credit risk and pricing of credit derivatives. Credit Derivativesalso includes detailed, practical implementations of these theories and methodologies to increase practitioners' knowledge of credit risk assessment and credit derivative pricing. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 87.47
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Pricing Financial Instruments (Hardcover)
Published by John Wiley & Sons Inc, New York, 2000
ISBN 10: 0471197602 ISBN 13: 9780471197607
Language: English
First Edition
Hardcover. Condition: new. Hardcover. Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new computational finance techniques is the finite difference method-yet, to date, no single resource has presented a quality, comprehensive overview of this revolutionary quantitative approach to risk management. Pricing Financial Instruments, researched and written by Domingo Tavella and Curt Randall, two of the chief proponents of the finite difference method, presents a logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical procedures that are the foundation of both modern mathematical finance and the creation of financial products-while purposely keeping mathematical complexity to a minimum-this long-awaited book demonstrates how the techniques described can be used to accurately price simple and complex derivative structures. From a summary of stochastic pricing processes and arbitrage pricing arguments, through the analysis of numerical schemes and the implications of discretization-and ending with case studies that are simple yet detailed enough to demonstrate the capabilities of the methodology- Pricing Financial Instruments explores areas that include: * Pricing equations and the relationship be-tween European and American derivatives * Detailed analyses of different stability analysis approaches * Continuous and discrete sampling models for path dependent options * One-dimensional and multi-dimensional coordinate transformations * Numerical examples of barrier options, Asian options, forward swaps, and more With an emphasis on how numerical solutions work and how the approximations involved affect the accuracy of the solutions, Pricing Financial Instruments takes us through doors opened wide by Black, Scholes, and Merton-and the arbitrage pricing principles they introduced in the early 1970s-to provide a step-by-step outline for sensibly interpreting the output of standard numerical schemes. It covers the understanding and application of today's finite difference method, and takes the reader to the next level of pricing financial instruments and managing financial risk. Praise for Pricing Financial Instruments "Pricing Financial Instruments is the first broad and accessible treatment of finite difference methods for pricing derivative securities. The authors have taken great care to clearly explain both the origins of the pricing problems in a financial setting, as well as many practical aspects of their numerical methods. The book covers a wide variety of applications, such as American options and credit derivatives. Both financial analysts and academic asset-pricing specialists will want to own a copy."-Darrell Duffie, Professor of Finance Stanford University "In my experience, finite difference methods have proven to be a simple yet powerful tool for numerically solving the evolutionary PDEs that arise in modern mathematical finance. This book should finally dispel the widely held notion that these methods are somehow difficult or abstract. I highly recommend it to anyone interested in the implementation of these methods in the financial arena."-Peter Carr, Principal Bank of America Securities "A very comprehensive treatment of the application of finite difference techniques to derivatives finance. Practitioners will find the many extensive examples very valuable and students will appreciate the rigorous attention paid to the many subtleties of finite difference techniques."-Francis Longstaff, Professor The Anderson School at UCLA "The finite difference approach is central to the numerical pricing of f Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
