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TitleComputational methods in finance
Author Ali Hirsa
Imprint Boca Raton, FL : CRC Press, 2013
Descript xxix, 414 p. : ill. ; 27 cm

CONTENT

Part 1: Pricing and valuation -- 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 -- Part 3: Calibration and estimation -- Model calibration -- Part 2: Calibration and estimation -- Model calibration -- Filtering and parameter estimation


Derivative securities -- Prices -- Mathematics

LOCATIONCALL#STATUS
Sasin Library332.64 H669C 2013CHECK SHELVES

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