Computational methods in finance / / by Ali Hirsa |
Autore | Hirsa Ali |
Edizione | [First edition.] |
Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 |
Descrizione fisica | 1 online resource (440 p.) |
Disciplina | 332.64/57015195 |
Collana |
Chapman & Hall/CRC Financial Mathematics Series
A Chapman & Hall Book |
Soggetto topico | Derivative securities - Prices - Mathematics |
Soggetto genere / forma | Electronic books. |
ISBN |
0-429-07164-7
1-4665-7604-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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
8. Filtering and Parameter EstimationReferences; Back Cover |
Record Nr. | UNINA-9910460847303321 |
Hirsa Ali | ||
Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Computational methods in finance / / by Ali Hirsa |
Autore | Hirsa Ali |
Edizione | [First edition.] |
Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 |
Descrizione fisica | 1 online resource (440 p.) |
Disciplina | 332.64/57015195 |
Collana |
Chapman & Hall/CRC Financial Mathematics Series
A Chapman & Hall Book |
Soggetto topico | Derivative securities - Prices - Mathematics |
ISBN |
0-429-07164-7
1-4665-7604-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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
8. Filtering and Parameter EstimationReferences; Back Cover |
Record Nr. | UNINA-9910797029003321 |
Hirsa Ali | ||
Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Computational methods in finance / / by Ali Hirsa |
Autore | Hirsa Ali |
Edizione | [First edition.] |
Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 |
Descrizione fisica | 1 online resource (440 p.) |
Disciplina | 332.64/57015195 |
Collana |
Chapman & Hall/CRC Financial Mathematics Series
A Chapman & Hall Book |
Soggetto topico | Derivative securities - Prices - Mathematics |
ISBN |
1-04-005387-4
0-429-07164-7 1-4665-7604-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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
8. Filtering and Parameter EstimationReferences; Back Cover |
Record Nr. | UNINA-9910829016903321 |
Hirsa Ali | ||
Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|