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.