Computational Methods in Finance Ali Hirsa Chapman & Hall/CRC, , The book is geared towards useful numerical and computational. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing, Pierre Henry-Labordère Computational Methods in Finance, Ali Hirsa. A Hirsa, P Pender, K Danquah, S Kasera, B Lee, S Ung. Computational Methods in Finance, 1, Methods for post-trade allocation. M Heidari, A Hirsa.
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Nonlinear Option Pricing Julien Guyon. Description As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis.
Option Valuation Hugo D. The book reviews common processes for modeling assets in different markets. This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners. Product details Format Hardback pages Dimensions x x Science Library Li and Ma.
Computational Methods in Finance – CRC Press Book
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Already read this title? CPD consists of any educational activity which helps to maintain and develop knowledge, problem-solving, and technical skills with the aim to provide better health care through higher standards. There is also extensive material on model calibration, including interest rate models and filtering approaches. This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners.
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Reviews computationap depth and breadth of this stand-alone textbook on computational methods in finance is astonishing. Exclusive web offer for individuals. Toggle navigation Additional Book Information.
These include transform techniques, such as the fast Fourier transform, the fractional fast Fourier transform, the Fourier-cosine method, and saddlepoint method; the finite difference method for solving PDEs in the diffusion framework finaance PIDEs in the pure jump framework; and Monte Carlo simulation. Those who work through them will gain a deep understanding of the modern computational methods in finance.
Computational Methods in Finance. Stochastic Finance Jan Vecer. Home Contact Us Help Free delivery worldwide. The next part focuses on essential steps in real-world derivative pricing. In addition, it seems to be an excellent teaching book.
Computational Methods in Finance
The next part focuses on essential steps in real-world derivative pricing. It will help readers accurately price a vast array of derivatives.
Physical description xxix, p. Add to Wish List.
It then examines many computational approaches for pricing derivatives. Developed from com;utational author’s courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry.
It then examines many computational approaches for pricing derivatives. Skip to search Skip to main content.