Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance


Blowout Sale! Save 83% on the Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance by Wiley at Lit Blogger. Hurry! Limited time offer. Offer valid only while supplies last. This book presents a cogent description of the main methodologiesused in derivatives pricing. Starting with a summary of theelements of Stochastic Calculus, Quantitative Methods inDerivatives Pricing develops the fundamental tools of financialengineering, such as scenario generation, simulation for Europeaninstruments, simulation for American instruments, and finitedifferences in an intuitive and practical manner, with an abundanceof practical examples and case studies. Intended primarily as


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This book presents a cogent description of the main methodologiesused in derivatives pricing. Starting with a summary of theelements of Stochastic Calculus, Quantitative Methods inDerivatives Pricing develops the fundamental tools of financialengineering, such as scenario generation, simulation for Europeaninstruments, simulation for American instruments, and finitedifferences in an intuitive and practical manner, with an abundanceof practical examples and case studies. Intended primarily as

 


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