Code: 01343413

Computational Methods in Finance

Name: Computational Methods in Finance
Brand: Taylor & Francis Inc
SKU: 01343413
Price: 155.35 EUR
Availability: BackOrder
Author: Ali Hirsa
ISBN: 9781439829578

by Ali Hirsa

Language: English
Binding: Hardback
Number of pages: 444
Publisher: Taylor & Francis Inc, 2012
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Book synopsis

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.