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.
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Browse related items Start at call number: Exclusive web offer for individuals. Nonlinear Option Pricing Julien Guyon. The book reviews common processes for modeling assets in different markets.
The author discusses how to calibrate model parameters so that model prices are compatible with market prices.
The student resources previously accessed via GarlandScience. For Instructors Request Inspection Copy. What are VitalSource eBooks? SearchWorks Catalog Stanford Libraries. Stochastic Financial Models Douglas Kennedy. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation.
Description As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial comuptational now require robust techniques for numerical analysis.
Computational Methods in Finance : Ali Hirsa :
Financial Mathematics Giuseppe Campolieti. 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.
Physical description xxix, p. Dispatched from the UK in 3 business days When will my order arrive? The book reviews common processes for modeling assets in different markets. Offline Computer — Download Bookshelf software to your desktop so you can view your eBooks with or without Internet access. It could be through conference attendance, group discussion or directed reading to name just a few examples. You will be prompted to fill out a registration form which will be verified by one of our sales reps.
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Computational Methods in Finance
The first part of the book describes pricing methods for numerous derivatives under a variety of models. Reviews “The depth and breadth of this stand-alone textbook on computational methods in finance is astonishing.
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Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. Option Valuation Hugo D. Computational Methods in Finance Ali Hirsa.
It brings together a full-spectrum of methods with many practical examples. Request an e-inspection copy. Looking for beautiful books? Learn More about VitalSource Bookshelf. In addition, it seems to be an excellent teaching book. 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 hirssa and PIDEs in the pure jump framework; and Monte Carlo simulation.
Quantitative Finance Erik Schlogl. Stochastic Finance Nicolas Privault. Toggle navigation Additional Book Information. All instructor resources are now available on our Instructor Hub.
This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners.
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There is also extensive material on model calibration, including interest rate models and filtering approaches. It then examines many computational approaches for pricing derivatives. Computational methods in finance. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. The book is a very comprehensive and useful reference for anyone, even with limited mathematical background, who wishes to quickly understand techniques from computational finance.
Stochastic Finance Jan Vecer. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.
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.