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Computational methods in finance / / by Ali Hirsa
| 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
| 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
| 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-9910829016903321 |
|
Hirsa Ali
|
||
| Boca Raton, FL : , : CRC Press, an imprint of Taylor and Francis, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A course in Financial calculus / Alison Etheridge
| A course in Financial calculus / Alison Etheridge |
| Autore | Etheridge, Alison |
| Pubbl/distr/stampa | Cambridge : Cambridge University Press, 2002 |
| Descrizione fisica | viii, 196 p. : ill. ; 26 cm |
| Disciplina | 332.63221 |
| Soggetto topico |
Derivative securities - Prices - Mathematics
Business mathematics |
| ISBN | 0521890772 |
| Classificazione |
AMS 91-01
AMS 91B28 AMS 60G42 AMS 60H05 AMS 60J65 LC HG6024.A3E84 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001555079707536 |
|
Etheridge, Alison
|
||
| Cambridge : Cambridge University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
