Quantitative methods in derivatives pricing : an introduction to computational finance

Author(s)

• Tavella, Domingo

Bibliographic Information

Quantitative methods in derivatives pricing : an introduction to computational finance

Domingo Tavella

Wiley, c2002

Note

Bibliography: p. 273-276

Includes index

Details

• NCID: BA59470144
• ISBN:
  • 0471394475
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York ; Chichester
• Pages/Volumes: xvii, 285 p.
• Size: 24 cm
• Classification:
  • DC21 : 332.632
• Subject Headings:
  • LCSH : Credit derivatives -- Pricing
  • LCSH : Risk management