Computational methods in finance / Ali Hirsa.
By: Hirsa, Ali
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Material type: 
BookSeries: Chapman & Hall/CRC Financial mathematics series.Publisher: Boca Raton, FL : CRC Press, c2013Description: xxix, 414 p. : ill. ; 27 cm.ISBN: 9780367851866.Subject(s): Derivative securities -- Prices -- MathematicsDDC classification: 332.6457015195 | Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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RGU Central Library Reference | Reference | 332.6457015195 HIR-C (Browse shelf) | Not For Loan | 78151 |
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| 332.645 GAL-S Speculation and financial markets | 332.645 GAL-S Speculation and financial markets/ | 332.6453 LAB-A Analysis, geometry, and modeling in finance : | 332.6457015195 HIR-C Computational methods in finance / | 332.75 MOR-E Economics of bankruptcy / | 332.75 MOR-E Economics of bankruptcy / | 332.77 BRO-B Bill on London; : |
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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