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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Language: English
Published by Wiley & Sons, Incorporated, John, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
First Edition
Condition: Good. 1st. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Language: English
Published by Wiley & Sons, Incorporated, John, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
First Edition
Condition: Very Good. 1st. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
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Pricing Financial Instruments : The Finite Difference Method
Language: English
Published by Wiley & Sons, Incorporated, John, 2000
ISBN 10: 0471197602 ISBN 13: 9780471197607
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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Pricing Financial Instruments: The Finite Difference Method (Wiley Series in Financial Engineering)
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Seller: Charles Berry, Bookseller, Lakeport, CA, U.S.A.
Seller rating 5 out of 5 stars
First Edition
Hardcover. Condition: Near Fine. Dust Jacket Condition: Near Fine. 1st Edition. First printing (complete number line) hardcover and dust jacket in excellent, unmarked, near-pristine condition (slight handling evident on the DJ). 285 pages, with advanced photographs throughout. [1.4 lbs]. Book.
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Hardcover. Condition: Used; Very Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality.
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:0471197602.
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Hardcover. Condition: Fair. Beschriftungen / Markierungen bis 20 %; Leichte Kratzer / Abnutzungen / Druckstellen. The authors present a practical and highly informative perspective on the elements that are crucial to the success of a marketing campaign. Unlike books that are either too theoretical to be of practical use to practitioners, or too soft to serve as solid and measurable implementation guidelines, this book focuses on the integration of established quantitative techniques into real life case studies that are immediately relevant to marketing practitioners.
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Hardcover. Condition: new. New Copy. Customer Service Guaranteed.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Quantitative Methods in Derivatives Pricing
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Condition: New.
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Pricing Financial Instruments
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Condition: As New. Unread book in perfect condition.
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Quantitative Methods in Derivatives Pricing (Hardcover)
Language: English
Published by John Wiley & Sons Inc, New York, 2002
ISBN 10: 0471394475 ISBN 13: 9780471394471
Hardcover. Condition: new. Hardcover. 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 studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley. This book provides readers with the theories and methodologies of credit risk and pricing of credit derivatives. Credit Derivativesalso includes detailed, practical implementations of these theories and methodologies to increase practitioners' knowledge of credit risk assessment and credit derivative pricing. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Pricing Financial Instruments : The Finite Difference Method
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Pricing Financial Instruments (Hardcover)
Language: English
Published by John Wiley & Sons Inc, New York, 2000
ISBN 10: 0471197602 ISBN 13: 9780471197607
First Edition
Hardcover. Condition: new. Hardcover. Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new computational finance techniques is the finite difference method-yet, to date, no single resource has presented a quality, comprehensive overview of this revolutionary quantitative approach to risk management. Pricing Financial Instruments, researched and written by Domingo Tavella and Curt Randall, two of the chief proponents of the finite difference method, presents a logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical procedures that are the foundation of both modern mathematical finance and the creation of financial products-while purposely keeping mathematical complexity to a minimum-this long-awaited book demonstrates how the techniques described can be used to accurately price simple and complex derivative structures. From a summary of stochastic pricing processes and arbitrage pricing arguments, through the analysis of numerical schemes and the implications of discretization-and ending with case studies that are simple yet detailed enough to demonstrate the capabilities of the methodology- Pricing Financial Instruments explores areas that include: * Pricing equations and the relationship be-tween European and American derivatives * Detailed analyses of different stability analysis approaches * Continuous and discrete sampling models for path dependent options * One-dimensional and multi-dimensional coordinate transformations * Numerical examples of barrier options, Asian options, forward swaps, and more With an emphasis on how numerical solutions work and how the approximations involved affect the accuracy of the solutions, Pricing Financial Instruments takes us through doors opened wide by Black, Scholes, and Merton-and the arbitrage pricing principles they introduced in the early 1970s-to provide a step-by-step outline for sensibly interpreting the output of standard numerical schemes. It covers the understanding and application of today's finite difference method, and takes the reader to the next level of pricing financial instruments and managing financial risk. Praise for Pricing Financial Instruments "Pricing Financial Instruments is the first broad and accessible treatment of finite difference methods for pricing derivative securities. The authors have taken great care to clearly explain both the origins of the pricing problems in a financial setting, as well as many practical aspects of their numerical methods. The book covers a wide variety of applications, such as American options and credit derivatives. Both financial analysts and academic asset-pricing specialists will want to own a copy."-Darrell Duffie, Professor of Finance Stanford University "In my experience, finite difference methods have proven to be a simple yet powerful tool for numerically solving the evolutionary PDEs that arise in modern mathematical finance. This book should finally dispel the widely held notion that these methods are somehow difficult or abstract. I highly recommend it to anyone interested in the implementation of these methods in the financial arena."-Peter Carr, Principal Bank of America Securities "A very comprehensive treatment of the application of finite difference techniques to derivatives finance. Practitioners will find the many extensive examples very valuable and students will appreciate the rigorous attention paid to the many subtleties of finite difference techniques."-Francis Longstaff, Professor The Anderson School at UCLA "The finite difference approach is central to the numerical pricing of f Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Data Mining and Market Intelligence for Optimal Marketing Returns
Language: English
Published by Routledge 2008-05-22, 2008
ISBN 10: 0750682345 ISBN 13: 9780750682343
Hardcover. Condition: New.
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Data Mining and Market Intelligence for Optimal Marketing Returns
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 74.04
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Hardcover May 16, 2002. Condition: gebraucht; wie neu. (507-3).
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Condition: As New. Unread book in perfect condition.
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Pricing Financial Instruments: The Finite Difference Method (Wiley Series in Financial Engineering)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 77.69
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
