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Quantitative Methods Derivatives Pricing by Tavella Domingo (28 results)
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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: 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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Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
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US$ 23.89
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Add to basketCondition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
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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$ 88.06
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Add to basketCondition: New. pp. xvii + 285 Illus.
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Condition: New. pp. xvii + 285.
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Published by John Wiley & Sons Inc, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
US$ 110.97
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Add to basketHardback. Condition: New. New copy - Usually dispatched within 4 working days. 573.
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Quantitative Methods in Derivatives Pricing
Published by John Wiley and Sons Ltd, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
US$ 124.47
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Add to basketCondition: New. 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. Series: Wiley Finance. Num Pages: 304 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 241 x 162 x 23. Weight in Grams: 606. . 2002. 1st. Hardcover. . . . .
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Quantitative Methods in Derivatives Pricing An Introduction to Computational Finance
Published by John Wiley & Sons Inc, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
US$ 131.28
Convert currencyUS$ 13.58 shipping from United Kingdom to U.S.A.Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 285 pages. 9.25x6.25x1.00 inches. In Stock.
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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
US$ 97.93
Convert currencyUS$ 50.26 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketHardcover. 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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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US$ 122.31
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Add to basketBuch. Condition: Neu. Neuware - Ein Buch für erfahrene Experten auf dem Gebiet der Kreditderivate. 'Credit Derivatives Pricing' erläutert Theorien und Methoden zur Ermittlung des Kreditrisikos und zur Preisbildung bei Kreditderivaten. Darüber hinaus enthält es zur Vertiefung der Kenntnisse einen umfassenden praktischen Teil. Hier erklärt der Autor - ein erfahrener Consultant und Experte auf dem Gebiet der Kreditderivate - sehr detailliert und anschaulich Anwendungsbeispiele zu den behandelten Theorien und Methoden. 'Credit Derivatives Pricing': Ein wichtiges Buch für die tägliche Praxis.
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Quantitative Methods in Derivatives Pricing
Published by John Wiley and Sons Ltd, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
US$ 146.40
Convert currencyUS$ 10.50 shipping within U.S.A.Quantity: Over 20 available
Add to basketCondition: New. 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. Series: Wiley Finance. Num Pages: 304 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 241 x 162 x 23. Weight in Grams: 606. . 2002. 1st. Hardcover. . . . . Books ship from the US and Ireland.
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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
US$ 155.33
Convert currencyUS$ 37.00 shipping from Australia to U.S.A.Quantity: 1 available
Add to basketHardcover. 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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
-
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Published by John Wiley & Sons Inc, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
US$ 114.62
Convert currencyUS$ 16.95 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 573.
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Quantitative Methods in Derivatives Pricing An Introduction to Computational Finance
Published by John Wiley & Sons Inc, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Language: English
US$ 125.25
Convert currencyUS$ 13.58 shipping from United Kingdom to U.S.A.Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 285 pages. 9.25x6.25x1.00 inches. In Stock. This item is printed on demand.
