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Pricing financial instruments: the finite difference method/ Domingo Tavella, Curt Randall.
Series: Wiley series in financial engineeringPublication details: New York: John Wiley, c2000.Description: xv, 237 p.: ill.; 24 cmISBN:- 0471197602 (cloth : alk. paper)
- 332.64 T232p
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.64 T232p 2000 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000239171 |
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| 332.64 H314t 2003 IMPA Trading and exchanges: market microstructure for practitioners/ | 332.64 S822d 2000 IMPA Derivatives: the wild beast of finance : a path to effective globalisation?/ | 332.64 T143d 1997 IMPA Dynamic hedging: managing vanilla and exotic options/ | 332.64 T232p 2000 IMPA Pricing financial instruments: the finite difference method/ | 332.645 B626a 2009 IMPA Arbitrage theory in continuous time/ | 332.645 B626a 2009 IMPA Arbitrage theory in continuous time/ | 332.645 B639m 2007 IMPA Macroeconomia/ |
Includes bibliographical references and index.
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