Computational Methods in Finance Chapman and Hall/CRC Financial Mathematics Series 1 Ali Hirsa Laden Sie das PDF herunter Computational%20Methods%20in%20Finance%20Chapman%20and%20Hall%2FCRC%20Financial%20Mathematics%20Series%201%20Ali%20Hirsa
FFL
![Download PDF [TITLE]](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgVQTtKmtp6u4iWVTTtvhz_PBbpyZ3zimlVmwMSLIMb_ysG1m5-7rZ4pu3gvXvaR7JYCdCLkTyLkGUKFkKDglIS4ZcOByRJZYGByZRVVTr5fjiHQdT_5-o2GzuU0Vr5uKDx_4bpGUk2TQ8i/s1600/brown-color-download-button.png)
Laden Sie das PDF herunter Computational Methods in Finance Chapman and Hall/CRC Financial Mathematics Series 1 Ali Hirsa FFL
As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.
The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. 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 next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation.
Developed from the author’s courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.
ebook,Ali Hirsa,Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series),CRC Press,General,Operations Research,Probability Statistics - General,BUSINESS ECONOMICS / Operations Research,Business Economics,Business / Economics / Finance,Business/Economics,Derivative securities,Derivative securities - Prices - Mathematics,Derivative securities;Prices;Mathematics.,General,MATHEMATICS / General,MATHEMATICS / Probability Statistics / General,Mathematics,Mathematics Probability Statistics - General,Mathematics/Probability Statistics - General,Monte Carlo methods,Non-Fiction,Operations Research,Prices,Probability Statistics - General,Probability statistics,Scholarly/Graduate,TEXT,Textbooks (Various Levels),United States,derivatives,derivatives pricing,derivatives; derivatives pricing; financial engineering; financial mathematics; Monte Carlo methods; model calibration,financial engineering,financial mathematics,model calibration,BUSINESS ECONOMICS / Operations Research,MATHEMATICS / General,MATHEMATICS / Probability Statistics / General,Mathematics Probability Statistics - General,Mathematics/Probability Statistics - General,Business / Economics / Finance,Derivative securities,Mathematics,Prices,Business Economics,Business/Economics,Probability statistics
Computational Methods in Finance Chapman and Hall/CRC Financial Mathematics Series 1 Ali Hirsa Reviews :
As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.
The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. 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 next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation.
Developed from the author’s courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.
ebook,Ali Hirsa,Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series),CRC Press,General,Operations Research,Probability Statistics - General,BUSINESS ECONOMICS / Operations Research,Business Economics,Business / Economics / Finance,Business/Economics,Derivative securities,Derivative securities - Prices - Mathematics,Derivative securities;Prices;Mathematics.,General,MATHEMATICS / General,MATHEMATICS / Probability Statistics / General,Mathematics,Mathematics Probability Statistics - General,Mathematics/Probability Statistics - General,Monte Carlo methods,Non-Fiction,Operations Research,Prices,Probability Statistics - General,Probability statistics,Scholarly/Graduate,TEXT,Textbooks (Various Levels),United States,derivatives,derivatives pricing,derivatives; derivatives pricing; financial engineering; financial mathematics; Monte Carlo methods; model calibration,financial engineering,financial mathematics,model calibration,BUSINESS ECONOMICS / Operations Research,MATHEMATICS / General,MATHEMATICS / Probability Statistics / General,Mathematics Probability Statistics - General,Mathematics/Probability Statistics - General,Business / Economics / Finance,Derivative securities,Mathematics,Prices,Business Economics,Business/Economics,Probability statistics
Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series) - edition by Ali Hirsa. Download it once and read it on your device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series).
Product details
|
![Download PDF [TITLE]](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhUCF2NrwZ9aIxtmiC32K2ji5Wvj7kJKfhaIxDAzILcLY81JM5GZgpCqfZWticKdGoCnC6nya_6sww2dEyT20eCxo6231tPvY2eIFgd0NLy1Ntj_n9Pw9HDpbUHQG7r-PPDPxxTIhiCHPeM/s320/xDJUMaN.png)
