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Hirsa, Ali

Computational methods in finance Ali Hirsa - Boca Ratón (Florida, Estados Unidos) CRC Press 2013 - xxix, 414 páginas ilustraciones - Chapman & Hall/CRC Financial Mathematics Series .

Incluye referencias bibliográficas e índices

Computational methods for derivatives pricing. -- Stochastic 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.

ISBN: 9781439829578

Subjects--Topical Terms:
Finanzas
Finanzas--Modelos matemáticos
Precios--Modelos matemáticos
Títulos valores--Modelos matemáticos

Dewey Class. No.: R 332.6457015195