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- 444 pages
- English
- ePUB (mobile friendly)
- Only available on web
eBook - ePub
Computational Methods in Finance
Book details
Table of contents
Citations
About This Book
Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical methods. It addresses key computational methods in finance, including transform techniques, the finite difference method, and Monte Carlo simulation. Developed from his courses at Columbia University and the Courant Institute of New York University, the author also covers model calibration and optimization and describes techniques, such as Kalman and particle filters, for parameter estimation.
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Yes, you can access Computational Methods in Finance by Ali Hirsa in PDF and/or ePUB format, as well as other popular books in Business & Operations. We have over one million books available in our catalogue for you to explore.
Table of contents
- Cover
- Half-Title Page
- Chapman & Hall/CRC: Financial Mathematics Series
- Title Page
- Copyright Page
- Dedication
- Table of Contents
- List of Symbols and Acronyms
- List of Figures
- List of Tables
- Preface
- Acknowledgments
- References
- Index