TY  - BOOK
AU  - Hirsa,Ali
TI  - Computational methods in finance
T2  - Chapman & Hall/CRC Financial Mathematics Series
SN  - 9781439829578
U1  - R 332.6457015195 20
PY  - 2013///
CY  - Boca Ratón (Florida, Estados Unidos)
PB  - CRC Press
KW  - Finanzas
KW  - Modelos matemáticos
KW  - Precios
KW  - Títulos valores
N1  - 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
ER  -