Author | Hirsa, Ali |
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Title | Computational methods in finance / Ali Hirsa |
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Imprint |
Boca Raton, FL : CRC Press, 2013 |
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Descript |
xxix, 414 p. : ill. ; 27 cm |
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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
SUBJECT
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Derivative securities -- Prices -- Mathematics
LOCATION | CALL# | STATUS |
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Sasin Library | 332.64 H669C 2013 |
CHECK SHELVES
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