Computational Methods in Finance - 7 Angebote vergleichen
Bester Preis: Fr. 78.06 (€ 79.87)¹ (vom 24.04.2022)1
Computational Methods In Finance
EN NW EBISBN: 9781439829578 bzw. 1439829578, in Englisch, Taylor & Francis, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
9781439829578,1439829578,computational,methods,finance,hirsa, A digital copy of "Computational Methods In Finance" by Ali Hirsa. Download is immediately available upon purchase! eBook, Format: VitalSource Bookshelf. Type: . Copying: Allowed, 2 selections may be copied every 180 days. Printable: Allowed, 2 prints for 180 days. Expires: Yes, may be used for 180 days after activation. Read Aloud?: Allowed. Sharing: Not Allowed. Software: VitalSource Bookshelf. Shipping to USA only!
9781439829578,1439829578,computational,methods,finance,hirsa, A digital copy of "Computational Methods In Finance" by Ali Hirsa. Download is immediately available upon purchase! eBook, Format: VitalSource Bookshelf. Type: . Copying: Allowed, 2 selections may be copied every 180 days. Printable: Allowed, 2 prints for 180 days. Expires: Yes, may be used for 180 days after activation. Read Aloud?: Allowed. Sharing: Not Allowed. Software: VitalSource Bookshelf. Shipping to USA only!
2
Computational Methods in Finance
EN NW EBISBN: 9781439829578 bzw. 1439829578, in Englisch, CRC Press, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, E-Book zum download.
Business, 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. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. 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. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. 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. It will help readers accurately price a vast array of derivatives. eBook.
Business, 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. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. 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. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. 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. It will help readers accurately price a vast array of derivatives. eBook.
3
Computational Methods in Finance
EN NWISBN: 9781439829578 bzw. 1439829578, in Englisch, Taylor and Francis, neu.
Lieferung aus: Kanada, Lagernd, zzgl. Versandkosten.
Ali Hirsa, Books, Business and Finance, Management and Leadership, Operations Research, Computational Methods in Finance, 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. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. 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. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. 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. It will help readers accurately price a vast array of derivatives.
Ali Hirsa, Books, Business and Finance, Management and Leadership, Operations Research, Computational Methods in Finance, 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. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. 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. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. 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. It will help readers accurately price a vast array of derivatives.
4
Computational Methods In Finance
EN HC USISBN: 9781439829578 bzw. 1439829578, in Englisch, Taylor & Francis, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
9781439829578,1439829578,computational,methods,finance,hirsa, Excellent Marketplace listings for "Computational Methods In Finance" by Ali Hirsa starting as low as $85.46! Hardback, Shipping to USA only!
9781439829578,1439829578,computational,methods,finance,hirsa, Excellent Marketplace listings for "Computational Methods In Finance" by Ali Hirsa starting as low as $85.46! Hardback, Shipping to USA only!
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