Titre: Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance
�diteur: Wiley & Sons, Incorporated, John
Date de parution: 2002
Langue: anglais
ISBN � 10 chiffres: 0471394475
ISBN � 13 chiffres: 9780471394471
Reliure: Couverture rigide
�dition: 1st.
�tat de l'article: Very Good

A propos de ce titre

Synopsis

Ein Buch f�r erfahrene Experten auf dem Gebiet der Kreditderivate. "Credit Derivatives Pricing" erl�utert Theorien und Methoden zur Ermittlung des Kreditrisikos und zur Preisbildung bei Kreditderivaten. Dar�ber hinaus enth�lt es zur Vertiefung der Kenntnisse einen umfassenden praktischen Teil. Hier erkl�rt der Autor - ein erfahrener Consultant und Experte auf dem Gebiet der Kreditderivate - sehr detailliert und anschaulich Anwendungsbeispiele zu den behandelten Theorien und Methoden. "Credit Derivatives Pricing" Ein wichtiges Buch f�r die t�gliche Praxis.

� propos de l?auteur

DOMINGO A. 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.

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