Hirsa, Ali. <br/><br/>
Computational methods in finance  

 - Boca Raton  CRC Press  2024 
 - 621p. 
 - Chapman & Hall/CRC Financial mathematics series .
<br/><br/>Includes bibliographical references (p. 395-408) and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781439829578 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities
<br/><br/><label>Dewey Class. No.: </label>006.38  / HIR/C