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Computational methods in finance / Ali Hirsa.

By: Material type: TextTextLanguage: Eng Series: Chapman & Hall/CRC Financial mathematics seriesPublication details: Boca Raton, FL : CRC Press, c2013.Description: xxix, 414 pages : illustrations 27 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9781439829578 (hardcover : alk. paper)
Subject(s): LOC classification:
  • HG6024.A3 H57 2013
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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Holdings
Item type Current library Home library Shelving location Call number Copy number Status Date due Barcode
Books Books Harare Institute of Technology Main Library Harare Institute of Technology Main Library General Collection HG6024.A3 HIR (Browse shelf(Opens below)) 1 Available BK002949

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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