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Pricing Financial Instruments: The Finite Difference Method (Wiley Series in Financial Engineering)

Domingo Tavella, Curt Randall




[PDF.go58] Pricing Financial Instruments: The Finite Difference Method (Wiley Series in Financial Engineering)

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 | #2421246 in eBooks |  2008-05-02 |  2008-05-02 | File type: PDF

||1 of 1 people found the following review helpful.| Financial Engineering Review|By Roberto B. Kerr|It is a very good book, well written and didactic. It covers important topics related to Financial Engineering, such as Stochastic Processes, the Pricing Equations, it also covers numerical methods such as the Finite Difference Methods. There is a topic covering the linear complementarity formulation of American Option Pricing wh|From the Inside Flap|Pricing Financial Instruments Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new computational fina

Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new computational finance techniques is the finite difference method-yet, to date, no single resource has presented a quality, comprehensive overview of this revolutionary quantitative approach to risk management.

Pricing Financial Instruments, researched and written by Do...

You easily download any file type for your gadget.Pricing Financial Instruments: The Finite Difference Method (Wiley Series in Financial Engineering)   |  Domingo Tavella, Curt Randall. A good, fresh read, highly recommended.

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