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Computational methods in finance /

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Hirsa, Ali.

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Computational methods in finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Computational methods in finance // Ali Hirsa.
作者:	Hirsa, Ali.
出版者:	Boca Raton, FL :CRC Press, : c2013.,
面頁冊數:	xxix, 414 p. :ill. ;27 cm.
內容註:	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.
標題:	Derivative securities - Prices -
ISBN:	1439829578

Computational methods in finance /
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 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.

ISBN: 1439829578GBP65.00

LCCN: 2012017892Subjects--Topical Terms:

705495
Derivative securities
--Prices

LC Class. No.: HG6024.A3 / H57 2013

Dewey Class. No.: 332.64/57015195

Computational methods in finance /
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245 1 0 $a Computational methods in finance / $c Ali Hirsa.
260 $a Boca Raton, FL : $b CRC Press, $c c2013.
300 $a xxix, 414 p. : $b ill. ; $c 27 cm.
490 0 $a Chapman & Hall/CRC Financial mathematics series
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 0 $a Derivative securities $x Prices $x Mathematics. $3 705495

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