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RecordNumber
102103
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Author
Hirsa, Ali
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Addition
,
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Title
Computational methods in finance
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Author Statement
Ali Hirsa
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Publication
CRC Press,
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Publication Year
c2013
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Collation
xxix, 414 p. : ill. ; 27 cm.
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Series
Chapman & Hall/CRC Financial mathematics series
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Bibliography
Includes bibliographical references (p. 395-408) and index.
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Contents
Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.
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Subject
Derivative securities
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Main Class
332.64
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Sub Class
.57015195
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ISBN
9781439829578 (hardcover : alk. paper) ,
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Link To Document :
