| 000 | 00944cam a2200169 a 4500 | ||
|---|---|---|---|
| 020 | _a9781439829578 | ||
| 082 | 0 | 0 |
_a006.38 _bHIR/C |
| 100 | 1 | _aHirsa, Ali. | |
| 245 | 1 | 0 | _aComputational methods in finance |
| 260 |
_aBoca Raton _bCRC Press _c2024 |
||
| 300 | _a621p. | ||
| 490 | 0 | _aChapman & Hall/CRC Financial mathematics series | |
| 504 | _aIncludes bibliographical references (p. 395-408) and index. | ||
| 505 | 0 | _aComputational 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 | _aDerivative securities | |
| 942 | _cBK | ||
| 999 |
_c2806 _d2806 |
||