Hirsa, Ali.
Computational methods in finance / Ali Hirsa. - Boca Raton, FL : CRC Press, c2013. - xxix, 414 p. : ill. ; 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.
9780367851866
2012017892
Derivative securities--Prices--Mathematics.
332.6457015195 / HIR-C
Computational methods in finance / Ali Hirsa. - Boca Raton, FL : CRC Press, c2013. - xxix, 414 p. : ill. ; 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.
9780367851866
2012017892
Derivative securities--Prices--Mathematics.
332.6457015195 / HIR-C