Computational methods in finance / Ali Hirsa

By:

Hirsa, Ali [aut]

Resource type: Ressourcentyp: BuchBookLanguage: English Series: Chapman & Hall/CRC financial mathematics series | A Chapman & Hall bookPublisher: Boca Raton, Fla. [u.a.] : CRC Press, Taylor & Francis Group, 2013Description: XXIX, 414 S. : graph. DarstISBN:

9781439829578

Subject(s): Genre/Form:

Lehrbuch

DDC classification:

332.64/57015195 23
332.6322201518

MSC: MSC: *91G60 | 91-01 | 91-04 | 91G80 | 91G20 | 91G70 | 65N06 | 97M30RVK: RVK: QP 700LOC classification:

HG6024.A3

Contents:

Computational methods for derivatives pricingStochastic 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.

Call number: Grundsignatur: 2013 E 118PPN: PPN: 638248221

Holdings ( 1 )

Holdings
Item type	Home library	Collection	Shelving location	Call number	Status	Date due	Barcode	Item holds
Freihandbestand ausleihbar	Bibliothek Campus Süd	wirt 4	Lesesaal Wirtschaftswissenschaften und Informatik (LSW)	2013 E 118	Available		51184873090

Total holds: 0