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100   $a20180706d2012      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aComputational methods in finance /$fby Ali Hirsa
205   $aFirst edition.
210  1$aBoca Raton, FL :$cCRC Press, an imprint of Taylor and Francis,$d2012.
215   $a1 online resource (440 p.)
225 1 $aChapman & Hall/CRC Financial Mathematics Series
225 0 $aA Chapman & Hall Book
300   $aDescription based upon print version of record.
311   $a1-4398-2957-8 
320   $aIncludes bibliographical references.
327   $aFront 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 Calibration
327   $a8. Filtering and Parameter EstimationReferences; Back Cover
330 3 $aAs today?s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.
410  0$aChapman & Hall/CRC financial mathematics series.
606   $aDerivative securities$xPrices$xMathematics
608   $aElectronic books.
615  0$aDerivative securities$xPrices$xMathematics.
676   $a332.64/57015195
700   $aHirsa$b Ali$0886380
801  0$bFlBoTFG
801  1$bFlBoTFG
906   $aBOOK
912   $a9910460847303321
996   $aComputational methods in finance$91979340
997   $aUNINA