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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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2 de mayo de 2002 |
| ISBN13 | 9780471394471 |
| Editores | John Wiley & Sons Inc |
| Páginas | 304 |
| Dimensiones | 161 × 238 × 26 mm · 535 g |
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