Computational methods in finance / Ali Hirsa.
Material type:
TextLanguage: Eng Series: Chapman & Hall/CRC Financial mathematics seriesPublication details: Boca Raton, FL : CRC Press, c2013.Description: xxix, 414 pages : illustrations 27 cmContent type: - text
- unmediated
- volume
- 9781439829578 (hardcover : alk. paper)
- HG6024.A3 H57 2013
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Harare Institute of Technology Main Library | Harare Institute of Technology Main Library | General Collection | HG6024.A3 HIR (Browse shelf(Opens below)) | 1 | Available | BK002949 |
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| HG5993 PRI Private capital flows to developing countries : the road to financial integration | HG6024.A3 CHO An introduction to credit derivatives / | HG6024. A3 CHO An introduction to credit derivatives / | HG6024.A3 HIR Computational methods in finance / | HG6024.A3 HUL Introduction to futures and options markets / | HG6024. A3 HUL Options, futures, and other derivatives / | HG6024. A3 HUL Introduction to futures and options markets / |
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.
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