Bøger af Domingo Tavella

Computational finance is a quantitative approach to risk management. This discipline encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products. This book introduces computational finance and covers both theory and application.

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.