Computational methods in finance
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9781439829578
- 332.6457015195 22 HI-C
- HG6024.A3 H57 2013
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Item type | Home library | Collection | Shelving location | Call number | Materials specified | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus | General Books | Main Library | 332.6457015195 HI-C (Browse shelf(Opens below)) | Available | 127983 |
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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.
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