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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These include transform techniques, such as the fast Fourier transform, the fractional fast Computationwl 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.

Browse related items Start at call number: In addition, it seems to be an excellent teaching book. The student resources previously accessed via GarlandScience. You will be prompted to fill out a registration form which will be verified by one of our sales reps.

Ali Hirsa – Google Scholar Citations

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. It then examines many computational approaches for pricing derivatives. 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.

It could be through conference attendance, group discussion or directed reading to name just a few examples. CPD consists of any educational activity which helps to maintain and develop knowledge, problem-solving, and technical skills with the aim to provide better health care through higher standards. This book provides plenty of exercises and realistic case studies.

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Dispatched from the UK in 3 business days When will my order arrive? This book provides plenty of exercises and realistic case studies. Product pricing will be adjusted to match the corresponding currency. The book reviews common processes for modeling assets in different markets. The next part focuses on essential steps in real-world derivative pricing. 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.

Computational Methods in Finance

Toggle navigation Additional Book Information. All instructor resources are now available on our Instructor Hub. The first part of the book describes pricing methods for numerous derivatives under a variety of models. Comuptational will help readers accurately price a vast array of derivatives. Goodreads is the world’s largest site for readers with over 50 million reviews.

It will help readers accurately price a vast array of derivatives. Skip to search Skip to main content.

Quantitative Finance Erik Schlogl. It will help readers accurately price a vast array of derivatives. Nielsen Book Data The author discusses how to calibrate model parameters so that model prices are compatible with market prices.

For Instructors Request Inspection Copy. Nonlinear Option Pricing Julien Guyon. Stochastic Financial Models Douglas Kennedy. Computational Methods in Finance Ali Hirsa. Cimputational Contact Us Help Free delivery worldwide. Computational methods in finance. Those who work through them will gain a deep understanding of the modern computational methods in finance. We use cookies to give you the best possible experience. There is also extensive material on model calibration, including interest rate models and filtering approaches.

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The book reviews hursa processes for modeling assets in different markets. Find it at other libraries via WorldCat Limited preview. Reviews “The methodss and breadth of this stand-alone textbook on computational methods in finance is astonishing.

The title will be removed from your cart because it is not available in this region. 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.

Those who work through them will gain a deep understanding ccomputational the modern computational methods in finance. It brings together a full-spectrum of methods with many practical examples. Imprint Boca Raton, FL: Request an e-inspection copy. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods.

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Financial Modelling with Jump Processes. SearchWorks Catalog Stanford Libraries. Bibliography Includes bibliographical references p. The first 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. It then examines many computational approaches for pricing derivatives.