國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Computational methods in finance /

~

Hirsa, Ali.

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.
標題:	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 /
LDR:01162cam a2200229 a 4500 001 427282
003 DLC
005 20140320114856.0
008 140917s2013 flua b 001 0 eng
010 $a 2012017892
020 $a 9781439829578 (hbk.) : $c NT$2821
020 $a 1439829578 (hbk.)
035 $a 2012017892
040 $a DLC $c DLC
042 $a pcc
050 0 0 $a HG6024.A3 $b H57 2013
082 0 0 $a 332.64/57015195 $2 23
100 1 $a Hirsa, Ali. $3 671257
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 (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

筆 0 讀者評論

館藏

1 筆 • 頁數 1 •
1

館藏流通類別

320000647430

西方語文圖書區(四樓)

1圖書

一般圖書

HG6024.A3 H669 2013

一般使用(Normal)

在架

0

1 筆 • 頁數 1 •
1

評論

新增評論分享你的心得

Export

取書館別

變更密碼

登入