• RecordNumber
    102103
  • Author

    Hirsa, Ali

  • Title

    Computational methods in finance

  • Author Statement
    Ali Hirsa
  • Publication
    Boca Raton, FL CRC Press,
  • Publication Year
    c2013
  • Collation
    xxix, 414 p. : ill. ; 27 cm.
  • Series
    Chapman & Hall/CRC Financial mathematics series
  • Bibliography
    Includes bibliographical references (p. 395-408) an‎d index.
  • 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.
  • Subject

    Derivative securities Prices-‎-Mathematics

  • Main Class
    332.64
  • Sub Class
    .6457015195
  • Cutter no
    H669c
  • ISBN
    9781439829578 (hardcover : alk. paper) ,
    • Link To Document
    https://lib.ui.ac.ir/dl/search/default.aspx?Term=102103&Field=0&DTC=2