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Computational methods in finance /

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Hirsa, Ali.

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Computational methods in finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Computational methods in finance // Ali Hirsa.
Author:	Hirsa, Ali.
Published:	Boca Raton, FL :CRC Press, : c2013.,
Description:	xxix, 414 p. :ill. ;27 cm.
[NT 15003449]:	Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.
Subject:	Derivative securities - Prices -
ISBN:	1439829578

Computational methods in finance /
Hirsa, Ali.

Computational methods in finance /Ali Hirsa. - Boca Raton, FL :CRC Press,c2013. - xxix, 414 p. :ill. ;27 cm. - Chapman & Hall/CRC Financial mathematics series.

Includes bibliographical references and index.

Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.

ISBN: 1439829578GBP65.00

LCCN: 2012017892Subjects--Topical Terms:

705495
Derivative securities
--Prices

LC Class. No.: HG6024.A3 / H57 2013

Dewey Class. No.: 332.64/57015195

Computational methods in finance /
LDR:01105cam a2200205 a 4500 001 2012577
005 20141203150450.0
008 160811s2013 flua b 001 0 eng
010 $a 2012017892
020 $a 1439829578 $q (hbk.) : $c GBP65.00
020 $a 9781439829578 $q (hbk.)
040 $a DLC $c DLC
042 $a pcc
050 0 0 $a HG6024.A3 $b H57 2013
082 0 0 $a 332.64/57015195 $2 23
100 1 $a Hirsa, Ali. $3 2170804
245 1 0 $a Computational methods in finance / $c Ali Hirsa.
260 $a Boca Raton, FL : $b CRC Press, $c c2013.
300 $a xxix, 414 p. : $b ill. ; $c 27 cm.
490 0 $a Chapman & Hall/CRC Financial mathematics series
504 $a Includes bibliographical references and index.
505 0 $a Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.
650 0 $a Derivative securities $x Prices $x Mathematics. $3 705495

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壽豐校區(SF Campus)
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last issue: 1 (2016/08/11)
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W0200619

六樓西文書區HC-Z(6F Western Language Books)

01.外借(書)_YB

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HG6024.A3 H57 2013

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1 records • Pages 1 •
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