Computational methods in finance

By:

Hirsa, Ali

Material type: Text

TextSeries: Chapman & Hall/CRC Financial mathematics seriesPublication details: Boca Raton CRC Press 2024Description: 621pISBN:

9781439829578

Subject(s):

Derivative securities

DDC classification:

006.38 HIR/C

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	Current library	Call number	Status	Date due	Barcode	Item holds
Reference	IIIT Kottayam Central Library Reference	006.38 HIR/C (Browse shelf(Opens below))	Not For Loan		3224

Total holds: 0

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

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