02801oam 2200613I 450 991082901690332120230801234509.01-04-005387-40-429-07164-71-4665-7604-910.1201/b12755 (CKB)3710000000391431(EBL)1570065(SSID)ssj0001458306(PQKBManifestationID)12603627(PQKBTitleCode)TC0001458306(PQKBWorkID)11444121(PQKB)11218159(Au-PeEL)EBL1570065(CaPaEBR)ebr11167013(OCoLC)908078490(MiAaPQ)EBC1570065(OCoLC)958799511(FINmELB)ELB147482(EXLCZ)99371000000039143120180706d2012 uy 0engur|n|---|||||txtccrComputational methods in finance /by Ali HirsaFirst edition.Boca Raton, FL :CRC Press, an imprint of Taylor and Francis,2012.1 online resource (440 p.)Chapman & Hall/CRC Financial Mathematics SeriesA Chapman & Hall BookDescription based upon print version of record.1-4398-2957-8 Includes bibliographical references.Front Cover; Computational Methods in Finance; Copyright; Dedication; Table of Contents; List of Symbols and Acronyms; List of Figures; List of Tables; Preface; Acknowledgments; Part I: Pricing and Valuation; 1. Stochastic Processes and Risk-Neutral Pricing; 2. Derivatives Pricing via Transform Techniques; 3. Introduction to Finite Differences; 4. Derivative Pricing via Numerical Solutions of PDEs; 5. Derivative Pricing via Numerical Solutions of PIDEs; 6. Simulation Methods for Derivatives Pricing; Part II: Calibration and Estimation; 7. Model Calibration8. Filtering and Parameter EstimationReferences; Back CoverAs today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.Chapman & Hall/CRC financial mathematics series.Derivative securitiesPricesMathematicsDerivative securitiesPricesMathematics.332.64/57015195Hirsa Ali1637454FlBoTFGFlBoTFGBOOK9910829016903321Computational methods in finance3979292UNINA