{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":21,"n_cols":5,"rows_kept":21,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[4,2,4,3],[6,2,6,3],[7,2,7,3],[8,2,8,3],[10,2,10,3],[11,2,11,3],[13,2,13,3],[14,2,14,3],[18,2,18,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910460847303321"]
[null,null,"Autore",null,"Hirsa Ali"]
[null,null,"Titolo",null,"Computational methods in finance / / by Ali Hirsa"]
[null,null,"Pubbl/distr/stampa",null,"Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012"]
[null,null,"ISBN",null,"0-429-07164-7"]
[{"$nulls":4},"1-4665-7604-9"]
[null,null,"Edizione",null,"[First edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (440 p.)"]
[null,null,"Collana",null,"Chapman & Hall/CRC Financial Mathematics Series"]
[{"$nulls":4},"A Chapman & Hall Book"]
[null,null,"Disciplina",null,"332.64/57015195"]
[null,null,"Soggetti",null,"Derivative securities - Prices - Mathematics"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Front Cover; Computational Methods in Finance; Copyright; Dedication; Table of Contents; List of Symbols and Acronyms; List of Figures; List of Tables; Preface; Acknowledgments; Part I: Pricing and Valuation; 1. Stochastic Processes and Risk-Neutral Pricing; 2. Derivatives Pricing via Transform Techniques; 3. Introduction to Finite Differences; 4. Derivative Pricing via Numerical Solutions of PDEs; 5. Derivative Pricing via Numerical Solutions of PIDEs; 6. Simulation Methods for Derivatives Pricing; Part II: Calibration and Estimation; 7. Model Calibration"]
[{"$nulls":4},"8. Filtering and Parameter EstimationReferences; Back Cover"]
[null,null,null,"Sommario/riassunto","As 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."]