Quantitative Methods in Derivative Pricing

Quantitative Methods in Derivative Pricing

ID:40384619

大小:4.29 MB

頁數(shù):304頁

時間:2019-08-01

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1、QuantitativeMethodsinderivativespricingFoundedin1807,JohnWiley&Sonsistheoldestindependentpub-lishingcompanyintheUnitedStates.WithofficesinNorthAmerica,Europe,Australia,andAsia,Wileyisgloballycommittedtodevelopingandmarketingprintandelectronicproductsandservicesforourcustomer

2、s’professionalandpersonalknowledgeandunderstanding.TheWileyFinanceseriescontainsbookswrittenspecificallyforfinanceandinvestmentprofessionalsaswellassophisticatedindividualinvestorsandtheirfinancialadvisors.Booktopicsrangefromportfoliomanagementtoe-commerce,riskmanagement,fin

3、ancialengineering,val-uationandfinancialinstrumentanalysis,aswellasmuchmore.Foralistofavailabletitles,visitourWebsiteatwww.WileyFinance.com.QuantitativeMethodsinderivativespricingAnIntroductiontoComputationalFinanceDomingoTavellaJohnWiley&Sons,Inc.Copyright?2002byDomingoTave

4、lla.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJerseyPublishedsimultaneouslyinCanadaNopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptasp

5、ermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,978-750-8400,fax978-750-4470,oronthe

6、webatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,201-748-6011,fax201-748-6008,e-mail:permcoordinator@wiley.com.LimitofLiability/DisclaimerofWarranty:Whilethepublisherandau

7、thorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthecontentsofthisbookandspecificallydisclaimanyimpliedwarrantiesofmerchantabilityorfitnessforaparticularpurpose.Nowarrantymaybecreatedorextendedbysale

8、srepresentativesorwrittensalesmaterials.Theadviceandstrategiescontainedhere

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