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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In addition, it seems to be an excellent teaching book.
Computational Methods in Finance : Ali Hirsa :
The title will be removed from your cart because it is not available in this region. SearchWorks Catalog Stanford Libraries. We provide complimentary e-inspection copies of primary textbooks to instructors considering our books for course adoption. The book reviews common hrisa for modeling assets in different markets.
The next part focuses on essential steps in real-world derivative pricing. There is also extensive material on model calibration, including interest rate models and filtering approaches.
Computational Methods in Finance
Learn More about VitalSource Bookshelf. The Bookshelf application offers access: He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. There is also extensive material on model calibration, including interest rate models and filtering approaches. This uniquely comprehensive and cojputational book will undoubtedly prove invaluable to many researchers and practitioners.
Stochastic Finance Jan Vecer. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. Product details Format Hardback pages Dimensions x x The first part of the book describes pricing methods for numerous derivatives under a variety alli models.
Ali Hirsa – Google Scholar Citations
The book is a very comprehensive and useful reference for anyone, even with limited mathematical background, who wishes methocs quickly understand techniques from computational finance.
The book reviews common processes for modeling assets in different markets. Find it at other libraries via WorldCat Limited preview.
Dispatched from the UK in 3 business days When will my order arrive? Nonlinear Option Pricing Julien Guyon. Computational methods in finance.
Computaational advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. Option Valuation Hugo D. It then examines many computational approaches for pricing derivatives. Book ratings by Goodreads. Bibliography Includes bibliographical references p.
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 brings together a full-spectrum of methods with many practical examples.
The first part of the book describes pricing methods for numerous derivatives under a variety of models. The author discusses how to calibrate model parameters so that model prices are compatible with market prices.
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