Quantitative Methods in Derivatives Pricing: An Introduction to Computational FinanceISBN: 978-0-471-39447-1
Hardcover
304 pages
May 2002
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Arbitrage and Pricing.
Fundamentals of Stochastic Calculus.
Pricing in Continuous Time.
Scenario Generation.
European Pricing with Simulation.
Simulation for Early Exercise.
Finite Differences.
Fundamentals of Stochastic Calculus.
Pricing in Continuous Time.
Scenario Generation.
European Pricing with Simulation.
Simulation for Early Exercise.
Finite Differences.
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