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Quantitative Methods in Derivatives Pricing – An Introduction to Computational Finance de D Tavella

Quantitative Methods in Derivatives Pricing – An Introduction to Computational Finance: Wiley Finance

Autor D Tavella
en Limba Engleză Hardback – 15 mai 2002
Ein Buch fr erfahrene Experten auf dem Gebiet der Kreditderivate. Credit Derivatives Pricing erlutert Theorien und Methoden zur Ermittlung des Kreditrisikos und zur Preisbildung bei Kreditderivaten. Darber hinaus enthlt es zur Vertiefung der Kenntnisse einen umfassenden praktischen Teil. Hier erklrt 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 fr die tgliche Praxis.
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Specificații

ISBN-13: 9780471394471
ISBN-10: 0471394475
Pagini: 304
Dimensiuni: 166 x 242 x 23 mm
Greutate: 0.54 kg
Ediția:00002
Editura: Wiley
Seria Wiley Finance

Locul publicării:Hoboken, United States

Public țintă

Institutional Investors, Quantitative Analysts, and Financial Engineers.

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