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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
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 d ...more
Hardcover, 304 pages
Published May 2nd 2002 by Wiley
(first published April 19th 2002)
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