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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
Domingo Tavella Manufacturer: Wiley ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0471394475 |
Book Description
This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies.Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
Customer Reviews:
Computational finance: Tavella.......2005-03-27
The proof is in the reading!.......2002-08-14
John O'Brien, Executive Director MFE Program, U.C. Berkeley
Excellent Reference for Computational Finance.......2002-08-09
The author not only presents the methodologies, but he also tells the readers their limitations. This book is also a good resource for basics of stochastic processes most commonly needed in practice. I think the book is beneficial both to practitioners and students who really wants to consider financial engineering as a career.
Excellent resource.......2002-08-06
A book for the mathematically inclined.......2002-07-15
Positive is:
- Good section on stochastic calculus
- Good introduction to risk free pricing
Areas for improvement
- Expand examples
- Better quality check to avoid typos, that are especially annoying in formulas
- If this book is to be used as a textbook or for self study, practice examples with solutions would be great, as the reader can then work through these to internalize the material and in addition check if he has fully understood the material
Overall I can only recommend the book to people with strong liking of a mathematical treatment of a subject, strong programming skills and little need for detailed examples. It does not go into sufficient detail on how to implement the different simulation strategies into code (provides only "pseudo code") to teach the computational aspects.
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An Introduction to Credit Derivatives
Moorad Choudhry Manufacturer: Butterworth-Heinemann ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 075066262X |
Book Description
In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility in managing their credit risk and economic capital. This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the help of worked examples and Bloomberg screens, and the reader will be left with a thorough familiarity with the nature of credit risk and credit products generally. Topics covered include:Download Description
In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility in managing their credit risk and economic capital. This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the help of worked examples and Bloomberg screens, and the reader will be left with a thorough familiarity with the nature of credit risk and credit products generally. Topics covered include: * Credit risk * Unfunded credit derivatives * Funded credit derivatives * Credit default swap pricingCustomer Reviews:
Overpriced Paper.......2007-07-26
Watered Down.......2005-08-20
Excellent introduction.......2005-05-20
Average customer rating: |
Credit Derivatives ; An Introduction
Krishnaphani Kesiraju Manufacturer: Institute of Chartered Financial Analysts of India (ICFAI) University Press ProductGroup: Book Binding: Paperback ASIN: 817881210X |
Average customer rating: |
An Introduction to Credit Derivatives (Securities Institute)
David Loader Manufacturer: John Wiley & Sons ProductGroup: Book Binding: Paperback ASIN: 0470026553 |
Book Description
A basic introduction to the complex world of credit derivatives, this book is based on tried and tested classroom material, resulting from courses run by David Loader. Each chapter will include checklists, road maps for processes, procedures and controls, illustrations of best practice, major issues and watch points. The book covers the evolution of credit derivatives, credit derivatives products, operational issues, managing operational risk, and the practical use of credit derivatives
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An introduction to credit derivatives and their potential use by domestic banks in emerging markets (School of Business and Public Management working paper series)
Liliana Schumacher Manufacturer: Scholl of Business and Public Management, George Washington University ProductGroup: Book Binding: Unknown Binding ASIN: B0006QYKBI |
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Basic & Respectful E-mailing Using Outlook Express
Stephanie Keller Rohde Manufacturer: Infinity Publishing ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0741421208 |
Book Description
Send safe respectful e-mail. Receive e-mail safely. Forward e-mail received safely and respectfully. Insert and/or attach pictures. Utilize the Address Book more fully; add contacts, add groups, back it up, organize, and print. Create and use stationery and signatures. Attach electronic business cards. Insert sounds. Keep your version of Outlook Express current with free updates from Microsoft. Completely customize your main screen view. Completely customize your e-mail message view and format. Choose fonts, styles, size, effects, and colors. Flag messages, block senders, add senders to the Address Book. Automatically add people to whom you reply to the Address Book.
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The Complete Preparation Guide: Texas State Police (Learning Express Law Enforcement Series Texas)
Learningexpress (Organization) Manufacturer: Learning Express (NY) ProductGroup: Book Binding: Paperback ASIN: 1576850064 |
Book Description
Taking the Texas State Trooper Exam? Give yourself the Exclusive LearningExpress AdvantageCompetition for a job as a Texas State Trooper is tough.You need all the advantages you can get. That's why LearningExpress has created this easy-to-use guide exclusively to prepare you for taking the test and winning a state trooper job in Texas.
Only Learning Express Shows You How To Prepare For Success On The Texas State Trooper Exam
including:
-- Practice exams based on official Texas State Trooper tests
-- Hundreds of sample questions and answers
-- How to answer questions on crucial exam areas:Vocabulary and Spelling, Grammar, and Reading Comprehension
How To Get Hired, Step-By-Step
with exclusive information on:
-- All requirements and qualifications for Texas State Troopers
-- How and where to apply
-- Who to call for information
-- Salary and benefit information
PLUS prepare-for-success information to help you organize your study time, and expert advice on the personal history statement, physical ability test, and oral interview.
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Value-Led Organizations (Express Exec)
Eleanor Bloxham Manufacturer: Capstone ProductGroup: Book Binding: Paperback ASIN: 1841123102 |
Book Description
Fast track route to understanding value led organizationsCovers the key areas of value leadership, from developing critical measurement and compensation practices to evaluating changing environmental, global, and social impacts and establishing sound corporate governance
Examples and lessons from some of the world's most successful businesses, including Berkshire Hathaway, Odey Asset Management, Halma, and Honda and ideas from the smartest thinkers, including Warren Buffet, Richard Brealey, Peter Koestenbaum, William Mahoney, and Roger Raber
Includes a glossary of key concepts and a comprehensive resources guide
Download Description
Fast track route to understanding value led organizations. Covers the key areas of value leadership, from developing critical measurement and compensation practices to evaluating changing environmental, global, and social impacts and establishing sound corporate governance. Examples and lessons from some of the world's most successful businesses, including Berkshire Hathaway, Odey Asset Management, Halma, and Honda, and ideas from the smartest thinkers, including Warren Buffet, Richard Brealey, Peter Koestenbaum, William Mahoney and Roger Raber. Includes a glossary of key concepts and a comprehensive resources guide.Customer Reviews:
Business Wisdom in a Portable Package.......2002-09-09
Valur-led Organizations - A Review.......2002-09-09
Such ideas as openbook accounting,executive pay for performance,independent outside directors,workforce diversity,and shareholder rights are advocated.
[...]"Value-led".
All corporations Big and Small should read Value-Led Organi.......2002-09-07
Great Exposition on Stewardship.......2002-09-05
25-karat.......2002-09-01
Average customer rating: |
The Complete Preparation Guide Corrections Officer Florida (Learning Express Law Enforcement Series Florida)
Learningexpress (Organization) Manufacturer: Learning Express ProductGroup: Book Binding: Paperback ASIN: 1576850153 |
Book Description
Becoming a Corrections Officer demands your best. LearningExpress is dedicated to providing you with the tools to be your best. Our team of researchers and test experts gives you the information you need to land the job you want.Getting Hired, Step-by-step
Learning Express helps you master the hiring process for Corrections Officers in your location. You get:
-- Full details on requirements and qualifications
-- How and where to apply
-- Who to call for information
-- Valuable advice on the selection process
-- Preparation for the physical agility test, oral interview, and background investigation
-- Salaries and benefits
All the hard-to-find information -- now in one easy-to-use, complete book. You'll learn everything it takes to get ready and get hired.
Test Preparation, To Score Your Best
LearningExpress prepares you for your all-important written exam so you can score your best. Features include:
-- Sample exams based on actual tests given in your city and state
-- Useful instruction from test experts in the areas that count
-- A confidence-building rundown on how the test works
You also get advice on how to improve critical skills that are tested, such as reading, writing, judgment, and observation. Plus how to create your own study plan, if you have six months to prepare for the exam -- or six days.
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Allied Health Entrance Exams
Learning Express , and Learningexpress (Organization) Manufacturer: Learning Express (NY) ProductGroup: Book Binding: Paperback Similar Items: ASIN: 1576851001 |
Book Description
Getting into top Allied Health education and training programs can be a challenge. You need to be prepared for both the Allied Health Professions Admission Test (AHPAT) and the Allied Health Aptitude Test (AHAT) in order to pass. Allied Health Entrance Exams, The Complete Preparation Guide gives you all the information you need to pass the test and begin your education and your career in the Allied Health field.
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101 Ways Your Church Can Change the World: A Guide to Help Christians Express the Love of Christ to a Needy World
Tony Campolo , and Gordon Aeschliman Manufacturer: Regal Books ProductGroup: Book Binding: Paperback Similar Items: ASIN: 0830716327 |
Customer Reviews:
How to Live the Best Life You Can.......2000-05-24
Average customer rating: |
An Analysis of the Express Purchase (XP) Program
Manufacturer: Storming Media ProductGroup: Book Binding: Spiral-bound ASIN: 1423540638 |
Product Description
This is a NAVAL POSTGRADUATE SCHOOL MONTEREY CA report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A083373. The abstract provided by the Pentagon follows: An automated reconciliation program is a valuable tool in facilitating Department of the Navy (DoN) purchase card operations. The Express Purchase (XP) Program was designated as an interim solution to meet DoN's needs for automating the Purchase Card Program. The Naval Postgraduate School (NPS) at Monterey, California was chosen as one of many beta-test sites to assess XP. Funding for the XP program was terminated, but NPS pursued with the implementation of the system. This thesis analyzes the purchase card process at NPS and NMC San Diego; analyzes the payment methods deployed at each facility; and compares the payment histories of DoN, NPS, and NMC San Diego. Data were obtained by conducting personal interviews, examining Department of Defense (DoD) policies, and reviewing historical payment statistics at NPS, NMC San Diego, and Naval Supply Systems Command (NAVSUP). Fully compatible with XP and in compliance with DoD regulations, NPS employed the transactional payment method, streamlining many of the critical tasks in the program. The XP system proved to be a highly efficient and labor saving tool, resulting in reduced payment delinquencies and expedited payment processing.
Average customer rating: |
Creating the Entrepreneurial Organization (Express Exec)
Roger Cartwright Manufacturer: Capstone ProductGroup: Book Binding: Paperback ASIN: 1841122475 |
Book Description
Fast track route to creating a truly entrepreneurial culture in any organizationCovers all the critical behaviors of entrepreneurial organizations, from risk taking to growth, and from leadership to motivation
Examples and lessons from benchmark businesses, including Microsoft, easyJet and Star Cruises
Includes a glossary of key concepts and a comprehensive resources guide
ExpressExec is a unique business resource of one hundred books. These books present the best current thinking and span the entire range of contemporary business practice. Each book gives you the key concepts behind the subject and the techniques to implement the ideas effectively, together with lessons from benchmark companies and ideas from the world's smartest thinkers.
ExpressExec is organised into ten core subject areas making it easy to find the information you need:
01 Innovation
02 Enterprise
03 Strategy
04 Marketing
05 Finance
06 Operations and Technology
07 Organizations
08 Leading
09 People
10 Life and Work
ExpressExec is a perfect learning solution for people who need to master the latest business thinking and practice quickly.
Download Description
The fast track route to creating a truly entrepreneurial culture in any organization. Covers all the critical behaviours of entrepreneurial organizations, from risk taking to growth, and from leadership to motivation. Examples and lessons from benchmark businesses, including Microsoft, easyJet and Star Cruises. Includes a glossary of key concepts and a comprehensive resources guide.
Average customer rating: |
Culture (Express Exec)
John Middleton Manufacturer: Capstone ProductGroup: Book Binding: Paperback ASIN: 1841122165 |
Book Description
Fast track route to mastering culture and culture changeCovers the key areas of culture, from how culture evolves and why different companies have different cultures to cultural diagnosis and implementing successful change
Examples and lessons from some of the world's most successful businesses, including Amazon.com, EDS, Honda and Nissan, and ideas from the smartest thinkers, including Edgar Schein, Charles Handy, Geert Hofstede and Gareth Morgan.
Includes a glossary of key concepts and a comprehensive resources guide
Download Description
Fast track route to mastering culture and culture change. Covers the key areas of culture, from how culture evolves and why different companies have different cultures to cultural diagnosis and implementing successful change. Examples and lessons from some of the world's most successful businesses, including Amazon.com, EDS, Honda and Nissan, and ideas from the smartest thinkers, including Edgar Schein, Charles Handy, Geert Hofstede and Gareth Morgan. Includes a glossary of key concepts and a comprehensive resources guide.
Average customer rating: |
Global Organizations (Express Exec)
Richard Pettinger Manufacturer: Capstone ProductGroup: Book Binding: Paperback ASIN: 1841122378 |
Book Description
Fast track route to understanding the organizational, economic and managerial pressures and constraints in managing global activitiesCovers the key areas of strategic, marketing and financial priorities and demands and the need for corporate social, cultural and operational awareness and responsibility
Examples and lessons from some of the world's most successful businesses, including ABB, Nissan and Mattel Inc, and ideas from the world's smartest thinkers, including Gary Hamel, Peter Drucker, Naomi Klein, Sumantra Ghoshal and Chris Bartlett
Includes a glossary of key concepts and a comprehensive resources guide
Download Description
Fast track route to understanding the organizational, economic and managerial pressures and constraints in global enterprises. Covers the key areas of strategic, marketing and financial priorities and demands and the need for corporate social, cultural and operational awareness and responsibility. Examples and lessons from some of the world's most successful businesses, including ABB, Nissan and Mattel Inc, and ideas from the world's smartest thinkers, including Gary Hamel, Peter Drucker, Naomi Klein, Sumantra Ghoshal and Chris Bartlett. Includes a glossary of key concepts and a comprehensive resources guide.Books:
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