Computational Methods in Finance Ali Hirsa Chapman & Hall/CRC, , The book is geared towards useful numerical and computational. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing, Pierre Henry-Labordère Computational Methods in Finance, Ali Hirsa. A Hirsa, P Pender, K Danquah, S Kasera, B Lee, S Ung. Computational Methods in Finance, 1, Methods for post-trade allocation. M Heidari, A Hirsa.
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It then examines many computational approaches for pricing derivatives. Home Ocmputational Us Help Free delivery worldwide. It will help readers accurately price a vast array of derivatives.
Computational Methods in Finance : Ali Hirsa :
All instructor resources are now available on our Instructor Hub. The Bookshelf application offers access: Science Library Li and Ma. Option Valuation Hugo D.
Learn More about VitalSource Bookshelf. In addition, it seems to be an excellent teaching book. It will help readers accurately price a vast array of derivatives. A3 H57 Unknown. We’re featuring millions of their reader ratings on our book pages to help you find your new favourite methocs. Request an e-inspection copy. The book reviews common processes for modeling assets in different markets.
The first part of the book describes pricing methods for numerous derivatives under a variety of models. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. There is also extensive material on model calibration, including interest computstional models and filtering approaches. It will help readers accurately price a vast array of derivatives.
Computational Methods in Finance
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Bibliography Includes bibliographical references p. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. Exclusive web offer for individuals. The book reviews common processes hhirsa modeling assets in different markets. There is also extensive material on model calibration, including interest rate models and filtering approaches. Stochastic Girsa Models Douglas Kennedy. Quantitative Finance Erik Schlogl.
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Physical description xxix, p. Stochastic Finance Nicolas Privault. This book provides plenty of exercises and realistic case studies. Those who work through them will gain a deep understanding of the modern computational methods in finance.
Toggle navigation Additional Book Information. 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 student resources previously accessed via GarlandScience. We provide a free online form to document your learning and a certificate for your records.
It brings together a full-spectrum of methods with many practical examples. This book provides plenty of exercises and realistic case studies. The Best Books of Nielsen Book Data Publisher’s Summary As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial fiannce now require robust techniques for numerical analysis.