Computational methods in finance
Hirsa, Ali.
Computational methods in finance - Boca Raton CRC Press 2024 - 621p. - Chapman & Hall/CRC Financial mathematics series .
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.
9781439829578
Derivative securities
006.38 / HIR/C
Computational methods in finance - Boca Raton CRC Press 2024 - 621p. - Chapman & Hall/CRC Financial mathematics series .
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.
9781439829578
Derivative securities
006.38 / HIR/C