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