TY  - BOOK
AU  - Hirsa,Ali
TI  - Computational methods in finance
T2  - Chapman & Hall/CRC Financial mathematics series
SN  - 9781439829578 (hardcover : alk. paper)
AV  - HG6024.A3 H57 2013
U1  - 332.64/57015195 23
PY  - 2013///
CY  - Boca Raton, FL
PB  - CRC Press
KW  - Derivative securities
KW  - Prices
KW  - Mathematics
N1  - 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
UR  - http://kaloleni.su.ezproxy.library.strathmore.edu/book/5005
ER  -