Kniha Computational Methods in Finance Ali Hirsa

Computational Methods in Finance

Autor: Ali Hirsa
Jazyk: Angličtina
Vazba: Pevná
Dostupnost: 50 % šance
Prohledáme celý svět
3 490
This text addresses a variety of numerical methods for pricing derivative contracts, including Fouri...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2012
Stránek
444
EAN
9781439829578
ISBN
1439829578
Enbook ID
01343413
Hmotnost
1064
Rozměry
184 x 255 x 29

Kompletní popis

This text addresses a variety of numerical methods for pricing derivative contracts, including Fourier techniques, finite differences, numerical simulation, and Monte Carlo simulation methods one of the first books to cover all of these techniques. After presenting the basics of pricing techniques, it covers key concepts of calibration and parameter estimation. Written by a popular professor at Columbia University and NYU 's Courant Institute, the book is suitable for any graduate course on computational finance in financial engineering and financial mathematics programs as well as for practitioners interested in computational methods in finance.

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