Kniha Computational Methods in Finance Ali Hirsa

Computational Methods in Finance

Autor: Ali Hirsa
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Taylor & Francis Inc
Dostupnosť: 50 % šanca
Prehľadáme celý svet
149.92
This text addresses a variety of numerical methods for pricing derivative contracts, including Fouri...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2012
Stránok
444
EAN
9781439829578
ISBN
1439829578
Enbook ID
01343413
Hmotnosť
1064
Rozmery
184 x 255 x 29

Kompletný 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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