Computational Methods in Finance Ali Hirsa Chapman & Hall/CRC, , The book is geared towards useful numerical and computational. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing, Pierre Henry-Labordère Computational Methods in Finance, Ali Hirsa. A Hirsa, P Pender, K Danquah, S Kasera, B Lee, S Ung. Computational Methods in Finance, 1, Methods for post-trade allocation. M Heidari, A Hirsa.
|Published (Last):||27 May 2004|
|PDF File Size:||18.2 Mb|
|ePub File Size:||6.49 Mb|
|Price:||Free* [*Free Regsitration Required]|
Those who work through them will gain alii deep understanding of the modern computational methods in finance. What are VitalSource eBooks? The author discusses how to calibrate model parameters so that model prices are compatible with market prices.
Nielsen Book Data Publisher’s Summary 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. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more.
It could be through conference attendance, group discussion or directed reading to name just a few examples. The content reflects the author’s vast experience teaching master’s level courses at Columbia and NYU, while simultaneously researching and trading on quantitative finance in leading banks and hedge funds. This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners.
The computtational part of the book describes pricing methods for numerous derivatives under a variety of models. The next part focuses on essential steps in real-world derivative pricing. 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.
Financial Mathematics Giuseppe Campolieti. 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.
Computational Methods in Finance
Offline Computer — Download Bookshelf software to your desktop so you can view your eBooks with or without Internet access. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. Looking for beautiful books? Those who work through them will gain a deep understanding of the modern computational methods in finance.
Home Contact Us Help Free delivery worldwide. This book provides plenty of exercises and realistic case studies. Computational methods in finance.
Computational methods in finance in SearchWorks catalog
It will help readers accurately price a vast array of derivatives. Product details Format Hardback pages Dimensions x x Product pricing will be adjusted to match the corresponding currency. Request an e-inspection copy. Learn More about VitalSource Bookshelf.
There is also extensive material on model calibration, including interest rate models and filtering approaches. The next part focuses on essential steps in real-world derivative pricing. It then examines many computational approaches for pricing derivatives.
Stochastic Finance Jan Vecer. SearchWorks Catalog Stanford Libraries. Toggle navigation Additional Book Information. The book reviews common processes for modeling assets in different markets. In addition, it seems to be an excellent teaching book. All instructor resources are now available on our Instructor Hub.