000			01465cam a2200289 a 4500
003			OSt
005			20220812094415.0
020			_a9781439829578 (hardcover : alk. paper)
040			_aDLC _cDLC _bEng _dHITLIB _erda
041			_aEng
042			_apcc
050	0	0	_aHG6024.A3 _bH57 2013
100	1		_aHirsa, Ali.
245	1	0	_aComputational methods in finance / _cAli Hirsa.
260			_aBoca Raton, FL : _bCRC Press, _cc2013.
300			_axxix, 414 pages : _billustrations _c27 cm.
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
490	0		_aChapman & Hall/CRC Financial mathematics series
504			_aIncludes bibliographical references (p. 395-408) and index.
505	0		_aComputational 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.
650		0	_aDerivative securities _xPrices _xMathematics.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cBK
999			_c3158 _d3158