TY  - BOOK
AU  - Hirsa,Ali
TI  - Computational methods in finance 
T2  - Chapman & Hall/CRC Financial mathematics series
SN  - 9781439829578
U1  - 006.38 
PY  - 2024///
CY  - Boca Raton
PB  - CRC Press
KW  - Derivative securities
N1  - 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
ER  -