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Pricing Financial Instruments : the Finite Difference Method by Tavella, Domingo, 1948-; Randall, Curt, 1951- is a business book available to read on EtoBox.

What is Pricing Financial Instruments : the Finite Difference Method about?

<p>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.</p><p>Pricing Financial Instruments, researched and written by Domingo Tavella and Curt Randall, two of the chief proponents of the finite difference method, presents a logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical procedures that are the foundation of both modern mathematical finance and the creation of financial products-while purposely keeping mathematical complexity to a minimum-this long-awaited book demonstrates how the techniques described can be used to accurately price simple and complex derivative structures.</p><p>From a summary of stochastic pricing processes and arbitrage pricing arguments, through the analysis of numerical schemes and the implications of discretization-and

Who reads Pricing Financial Instruments : the Finite Difference Method?

Author

Tavella, Domingo, 1948-; Randall, Curt, 1951-

Publisher

Wiley; John Wiley & Sons

Published

2000

Language

EN

ISBN

9780471197607

Category

business

Subjects

Finance, Management, Business

Rating

4.4 / 5 (6 ratings)

Updated

2026-03-14