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 s...
[PDF.us95] Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance (Wiley Finance) Rating: 3.75 (450 Votes)
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