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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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Oecd Economic Surveys 2005: Iceland (OECD Economic Surveys)
Manufacturer: OECD ProductGroup: Book Binding: Paperback ASIN: 9264008608 |
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OECD Economic Surveys: Iceland - Volume 2006 Issue 14
Manufacturer: Org. for Economic Cooperation & Development ProductGroup: Book Binding: Paperback ASIN: 9264026991 |
Book Description
This 2006 edition of OECD's periodic survey of Iceland's economy finds strong growth but large macroeconomic imbalances. After a general review of the macroeconomic situation, the survey examines in a more detailed way implementation of monetary p
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OECD Economic Surveys: Iceland 1998
Oecd Manufacturer: Organization for Economic Cooperation & Devel ProductGroup: Book Binding: Paperback ASIN: 9264159916 |
Book Description
Special topics covered in this edition: Financial Deregulation and Other Structural Policies.
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Oecd Economic Surveys: Iceland 2000-2001 (O E C D Economic Surveys Iceland)
Organisation for Economic Co-Operation and Development Manufacturer: Organization for Economic ProductGroup: Book Binding: Paperback ASIN: 9264190163 |
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Oecd Economic Surveys: Iceland (Oecd Economic Surveys)
Organisation for Economic Co-Operation and Development Manufacturer: Organization for Economic ProductGroup: Book Binding: Hardcover ASIN: 9264101675 |
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Oecd Economic Surveys: Iceland, 1981
Organisation for Economic Co-Operation and Development Manufacturer: Organization for Economic ProductGroup: Book Binding: Paperback ASIN: 9264121358 |
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Oecd Economic Surveys: Iceland/1989-1990 (O E C D Economic Surveys Iceland)
Organization for Economic Co-operation and Development Manufacturer: Organization for Economic ProductGroup: Book Binding: Paperback ASIN: 9264133658 |
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Iceland (OECD Economic Surveys)
Manufacturer: OECD (Organisation for Economic Co-Operation & Dev ProductGroup: Book Binding: Paperback ASIN: 9264136789 |
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Oecd Economic Surveys: Iceland 1994 (O E C D Economic Surveys Iceland)
Manufacturer: Organization for Economic ProductGroup: Book Binding: Paperback ASIN: 9264141278 |
Book Description
OECD's annual survey of Iceland's economy. It opens with a chapter describing recent economic outcomes before moving on to a close examination of policy stance in Chapter II. That chapter starts with a a review of recent budgetary outcomes and then presents the main lines of the budget for 1994. It also explains the authorities' monetary and exchange rate objectives, and what they were able to achieve. Finally, it surveys structural reforms that have been undertaken in financial markets and other domains. Chapter III focuses on problems in the agricultural sector, scrutinises the state of Iceland's environment, as well as the associated policies that have been proposed or implemented, and then probes the fisheries management situation. Conclusions are drawn in Chapter IV.
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OECD Economic Surveys: Iceland 1997
OECD Manufacturer: Organization for Economic Cooperation & Devel ProductGroup: Book Binding: Paperback ASIN: 9264154345 |
Book Description
OECD's annual survey of Iceland's economy. This issue's special features cover education and training and the labor market.
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Florida Criminal Laws & Rules 2000
West Manufacturer: West Group ProductGroup: Book Binding: Paperback ASIN: 0314236953 |
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Drip and Micro Irrigation for Trees, Vines, and Row Crops
Stuart W. Styles , and Charles M. Burt Manufacturer: Irrigation Training and Research Center ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0964363429 |
Book Description
A revised design guide which covers microspray and drip for orchards and vineyards, plus permanent row crops. Sections cover water requirements, selection of emitter spacing and block sizes, efficiency and uniformity, allowable pressure differences, hose design, pressure regulation strategies, filtration, and chemical injections. Includes a practical, step-by-steip design example for microspray, plus typical layouts and hardware for row crop drip systems.Customer Reviews:
The best book on the subject of agricultural drip irrigation.......1999-02-07
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Ortho's All About Sprinklers and Drip Systems (Ortho's All About Gardening)
Ortho Manufacturer: Ortho ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0897214137 Release Date: 1998-03-15 |
Amazon.com
For busy gardeners, the prospect of continually dragging out hoses to water the garden can be a real disincentive to gardening. Often, the installation of an irrigation system appropriate to the needs of the garden can be a huge time and energy saver, and provide the appropriate and timely water that all plants need in differing amounts at different times. Starting with "The Basics of Home Irrigation," readers will learn if an irrigation system is appropriate for their needs and which one (or combination of systems) works best. Next, "Getting Started" discusses which kinds of systems can be installed and how they work. The final section of the book is "Using and Repairing an Irrigation System."Just about everything one needs to know is included here: troubleshooting and problem solving, customizing designs for an irrigation system, buying guides to components, and thorough, well-diagrammed how-to instructions made clear by helpful color photographs and detailed diagrams. --Mark A. Hetts
Book Description
Outlines irrigation options available to homeownersfrom fully automated sprinklers for a large yard to simple manual drip systems for balcony plants.Explains sprinkler systems and how to install them.
Includes a section on maintenance and repairs.
Customer Reviews:
Good Starter Text.......2006-04-11
Does not tell how to install a sprinkler system........2005-06-08
A Pretty Good Basic Book.......2002-11-24
overall good coverage, could have been more detailed.......2002-09-05
Although my gut feeling says 3 stars, I have to upgrade to 4 because there isn't that many books our there like this one and relative to those it seems to be a winner.
A little to basic.......2001-07-04
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Sprinklers & Drip Systems
Manufacturer: Sunset Publishing Corporation ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0376038403 |
Book Description
Take the mystery out of installing a watering system with this new edition of Sprinklers Drip Systems.Visual guides and garden plans help you select, install, and maintain the right systemor systemsfor your landscaping needs. Color photos assist in identifying the correct components when shopping for a particular sprinkler or drip system. Youll save time, money, and conserve water by employing the books planning recommendations and installation instructions. Features nExcellent reference volume whether self-installing or hiring contractors nVisual guides take the guesswork out of selecting the right sprinkler and drip system components nStep-by-step photos and instructions for planning and installation, plus information on maintenance and repairs nShowcases five different gardens to illustrate how particular systems address special landscaping needsCustomer Reviews:
A Bit Disappointing.......2007-07-12
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Drip Irrigation for Every Landscape and All Climates: Helping Your Garden Flourish, While Conserving Water!
Robert Kourik Manufacturer: Metamorphic Press ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0961584823 |
Customer Reviews:
Its ok.......2005-07-29
Still a good book.......2004-07-21
Drip Irrigation gets down to nuts and bolts.......2000-12-28
Some useful information but somewhat outdated.......2000-04-11
A wealth of straightforward, understandable information........1999-02-22
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All About Sprinklers & Drip Systems (Ortho's All About Gardening)
Ortho Manufacturer: Ortho ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 089721515X Release Date: 2006-01-10 |
Book Description
This newly revised edition provides expert advice on how to grow a lush, green lawn through proper watering with less fuss, less water, and less money.The easy-to-follow, practical format helps readers plan their watering systems, buy the right equipment, and install them with 100-percent confidence.
More than 100 full-color photos and illustrations combined with step-by-step instructions show how easy it is to install sprinkler and drip systems.
Helpful tips provide lawn enthusiasts with expert knowledge that will give them the most beautiful lawn or garden in the neighborhood, while also helping them conserve water and save money.
Customer Reviews:
Perfect for the new homeowner or an old pro!.......2007-07-19
Average customer rating: |
Drip irrigation
Manufacturer: Oxford & IBH Pub. Co ProductGroup: Book Binding: Unknown Binding ASIN: 8120407113 |
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Drip Irrigation ; Principles and Practices
O.P. Singhal Manufacturer: Kitab Mahal ProductGroup: Book Binding: Hardcover ASIN: 8122502997 |
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Drip irrigation for cotton: Implications for farm profits (Agricultural economic report)
Paul Wilson Manufacturer: U.S. Dept. of Agriculture, Economic Research Service ProductGroup: Book Binding: Unknown Binding ASIN: B0006YJWMW |
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Drip Irrigation for Every Landscape and All Climates
Robert Kourik Manufacturer: Metamorphic Press ProductGroup: Book Binding: Paperback ASIN: B000VUK6OE |
Average customer rating: |
Drip irrigation for row crops
Blaine R Hanson Manufacturer: University of California Irrigation Program, University of California, Davis ProductGroup: Book Binding: Spiral-bound ASIN: B0006QH8NK |
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