Amazon cover image
Image from Amazon.com

Computational methods in finance

By: Material type: TextTextSeries: Chapman & Hall/CRC Financial mathematics seriesPublication details: Boca Raton CRC Press 2013Description: xxix,414p. ill. ; 27 cmISBN:
  • 9781439829578
Subject(s): DDC classification:
  • 332.6457015195 22 HI-C
LOC classification:
  • HG6024.A3 H57 2013
Contents:
Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.
Item type: Print
Tags from this library: No tags from this library for this title.
Holdings
Item type Home library Collection Call number Status Date due Barcode
Print Print OPJGU Sonepat- Campus Main Library General Books 332.6457015195 HI-C (Browse shelf(Opens below)) Available 127983

Includes bibliographical references (p. 395-408) and index.

Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.

There are no comments on this title.

to post a comment.

O.P. Jindal Global University, Sonepat-Narela Road, Sonepat, Haryana (India) - 131001

Send your feedback to glus@jgu.edu.in

Implemented & Customized by: BestBookBuddies   |   Maintained by: Global Library