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Computational methods in finance /
~
Hirsa, Ali.
Computational methods in finance /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Computational methods in finance /Ali Hirsa.
Author:
Hirsa, Ali.
Published:
Boca Raton, FL :CRC Press,c2013.
Description:
xxix, 414 p. :ill. ;27 cm.
Subject:
Derivative securitiesPrices
ISBN:
9781439829578 (hbk.) :
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 (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.
ISBN: 9781439829578 (hbk.) :NT$2821
LCCN: 2012017892Subjects--Topical Terms:
243255
Derivative securities
--Prices
LC Class. No.: HG6024.A3 / H57 2013
Dewey Class. No.: 332.64/57015195
Computational methods in finance /
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Hirsa, Ali.
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Computational methods in finance /
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Ali Hirsa.
260
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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 (p. 395-408) 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
243255
based on 0 review(s)
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西方語文圖書區(四樓)
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1 records • Pages 1 •
1
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320000647430
西方語文圖書區(四樓)
1圖書
一般圖書
HG6024.A3 H669 2013
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1 records • Pages 1 •
1
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