Amazon cover image
Image from Amazon.com

Computational methods in finance / Ali Hirsa.

By: Series: Chapman & Hall/CRC Financial mathematics seriesPublication details: Boca Raton, FL : CRC Press, c2013.Description: xxix, 414 p. : ill. ; 27 cmISBN:
  • 9781439829578 (hardcover : alk. paper)
Subject(s): DDC classification:
  • 332.64/57015195 23
LOC classification:
  • HG6024.A3 H57 2013
Online resources:
Contents:
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.
Reviews from LibraryThing.com:
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number URL Status Date due Barcode Item holds
E-Book E-Book Strathmore University (Main Library) Online Resource HG6024.A3 H57 2013 Link to resource Not for loan Kaloleni - 5005
Total holds: 0

Includes bibliographical references (p. 395-408) 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.

There are no comments on this title.

to post a comment.
© Strathmore University Library
Madaraka Estate, Ole Sangale Road | P. O. Box 59857 - 00200 City Square, Nairobi, Kenya
(+254) (0)703 034 000/200/300 | (+254) (0)20-607498