Computational methods in finance /
Hirsa, Ali.
Computational methods in finance / Ali Hirsa. - Boca Raton, FL : CRC Press, c2013. - xxix, 414 pages : illustrations 27 cm. - Chapman & Hall/CRC Financial mathematics series .
Includes bibliographical references (p. 395-408) and index.
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.
9781439829578 (hardcover : alk. paper)
Derivative securities--Prices--Mathematics.
HG6024.A3 / H57 2013
Computational methods in finance / Ali Hirsa. - Boca Raton, FL : CRC Press, c2013. - xxix, 414 pages : illustrations 27 cm. - Chapman & Hall/CRC Financial mathematics series .
Includes bibliographical references (p. 395-408) and index.
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.
9781439829578 (hardcover : alk. paper)
Derivative securities--Prices--Mathematics.
HG6024.A3 / H57 2013