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Computational Methods in Finance

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Computational Methods in Finance Ali Hirsa
Libristo kod: 01343413
Nakladnici Taylor & Francis Inc, rujan 2012
This text addresses a variety of numerical methods for pricing derivative contracts, including Fouri... Cijeli opis
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This text addresses a variety of numerical methods for pricing derivative contracts, including Fourier techniques, finite differences, numerical simulation, and Monte Carlo simulation methods one of the first books to cover all of these techniques. After presenting the basics of pricing techniques, it covers key concepts of calibration and parameter estimation. Written by a popular professor at Columbia University and NYU 's Courant Institute, the book is suitable for any graduate course on computational finance in financial engineering and financial mathematics programs as well as for practitioners interested in computational methods in finance.

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Informacije o knjizi

Puni naziv Computational Methods in Finance
Autor Ali Hirsa
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2012
Broj stranica 444
EAN 9781439829578
ISBN 1439829578
Libristo kod 01343413
Nakladnici Taylor & Francis Inc
Težina 1064
Dimenzije 184 x 255 x 29

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
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