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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

Автор: Domingo Tavella
Год: [не указано]
Издание: [не указанo]
Страниц: [не указано]
ISBN: 0471394475
Praise for Quantitative Methods in Derivatives Pricing "Tavella?s text is ideal for a course on computational methods in finance. I cannot think of a better book for the purpose. The writing is clear and intuitive. The marriage of mathematicalmethods and financial applications is just right for a first course on the topic, especially with the excellent working examples for Monte Carlo and finite-difference methods." ?Darrell Duffie, Professor of Finance Stanford University "This is a masterful and detailed survey of the fundamental tools and techniques available to financial engineers." ?Francis Longstaff, Professor of Finance, UCLA "Quantitative Methods in Derivatives Pricing is a valuable additionto the books available to the beginning graduate student or practitioner. As well as containing a nice treatment of the theoretical principles of modern financial derivatives, it is the first to stress the fundamentals of the wide...
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