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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance - Wiley Finance Domingo Tavella
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance - Wiley Finance
Domingo Tavella
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.
304 pages, Ill.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2002. gada 18. aprīlis |
| ISBN13 | 9780471394471 |
| Izdevēji | John Wiley & Sons Inc |
| Lapas | 304 |
| Izmēri | 161 × 238 × 26 mm · 535 g |
