Articles liés à Computational Methods in Finance.
Computational Methods in Finance. - Couverture rigide
Livre 31 sur 71: Chapman and Hall/CRC Financial Mathematics
Synopsis
As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.
The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. These include transform techniques, such as the fast Fourier transform, the fractional fast Fourier transform, the Fourier-cosine method, and saddlepoint method; the finite difference method for solving PDEs in the diffusion framework and PIDEs in the pure jump framework; and Monte Carlo simulation.
The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation.
Developed from the author’s courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l'auteur
Ali Hirsa is head of Analytical Trading Strategy at Caspian Capital Management. Dr. Hirsa is also an adjunct professor at Columbia University and NYU’s Courant Institute of Mathematical Sciences.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Edition internationale
Computational Methods in Finance
Edité par
CRC Press Inc, Bosa Roca, 2012
ISBN 10 : 1439829578
ISBN 13 : 9781439829578
Neuf
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Trade paperback. Etat : New in new dust jacket. First edition. INTERNATIONAL EDITION. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Glued binding. 444 p. Chapman & Hall/CRC Financial Mathematics Series. Audience: College/higher education. N° de réf. du vendeur K2940001172
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Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series)
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Soft cover. Etat : New. Etat de la jaquette : New. International Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. N° de réf. du vendeur ABE-1484227413883
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Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series)
Edité par
CRC Press, 2012
ISBN 10 : 1439829578
ISBN 13 : 9781439829578
Ancien ou d'occasion
Couverture rigide
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Etat : good. The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing. N° de réf. du vendeur BSM.1DNP6
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Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series)
Edité par
CRC Press, 2012
ISBN 10 : 1439829578
ISBN 13 : 9781439829578
Ancien ou d'occasion
Couverture rigide
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Etat : Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. N° de réf. du vendeur Z1-U-004-01819
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