Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance / Edition 1 available in Hardcover
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Domingo Tavella is President of Octanti Associates, aconsulting firm in risk management and financial systems design. Heis the founder and chief editor of the Journal of ComputationalFinance and has pioneered the application of advanced numericaltechniques in pricing and risk analysis in the financial andinsurance industries. Tavella coauthored Pricing FinancialInstruments: The Finite Difference Method. He holds a PhD inaeronautical engineering from Stanford University and an MBA infinance from the University of California at Berkeley.
About the Author
Table of ContentsArbitrage and Pricing.Fundamentals of Stochastic Calculus.Pricing in Continuous Time.Scenario Generation.European Pricing with Simulation.Simulation for Early Exercise.Finite Differences.