Computational methods in finance (Record no. 2806)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00944cam a2200169 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781439829578 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 006.38 |
| Item number | HIR/C |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Hirsa, Ali. |
| 245 10 - TITLE STATEMENT | |
| Title | Computational methods in finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Boca Raton |
| Name of publisher | CRC Press |
| Year of publication | 2024 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 621p. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC Financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (p. 395-408) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Derivative securities |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Not For Loan | IIIT Kottayam Central Library | IIIT Kottayam Central Library | Reference | 20/01/2026 | Cosmo Books, Bill No;K805,28/11/2025 | 8158.76 | 006.38 HIR/C | 3224 | 20/01/2026 | Reference |