Computational methods in finance

By:

Hirsa, Ali

Material type: Text

TextSeries: Chapman & Hall/CRC Financial mathematics seriesPublication details: Boca Raton CRC Press 2013Description: xxix,414p. ill. ; 27 cmISBN:

9781439829578

Subject(s):

Derivative securities -- Prices -- Mathematics

DDC classification:

332.6457015195 22 HI-C

LOC classification:

HG6024.A3 H57 2013

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.

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Materials specified	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus	General Books	Main Library	332.6457015195 HI-C (Browse shelf(Opens below))		Available		127983

Includes bibliographical references (p. 395-408) and index.

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