Hirsa, Ali. <br/><br/>
Computational methods in finance / 
Ali Hirsa. 
 - Boca Raton, FL :  CRC Press,  c2013. 
 - xxix, 414 pages :  illustrations  27 cm. 
 - Chapman & Hall/CRC Financial mathematics series .
<br/><br/>Includes bibliographical references (p. 395-408) and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781439829578 (hardcover : alk. paper) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities--Prices--Mathematics.
<br/><br/><label>LC Class. No.: </label>HG6024.A3  / H57 2013