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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Find it at other libraries via WorldCat Limited preview. Dispatched from the UK in 3 business days When will my order arrive? Toggle navigation Additional Book Information. 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.

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Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. It will help readers accurately price a vast array of derivatives. Looking for beautiful books? It then examines many computational approaches for pricing derivatives. We use cookies to give you the best possible experience. The first part of the book describes pricing methods for numerous derivatives under a variety of models.

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It then examines many computational approaches for pricing derivatives. The book is a very comprehensive hirsw useful reference for anyone, even with limited mathematical background, who wishes to quickly understand techniques from computational finance.

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Reviews “The depth and breadth of this stand-alone textbook on computational methods in finance is astonishing. There is also extensive material on model calibration, including interest rate models and filtering approaches.

Ali Hirsa – Google Scholar Citations

You will be prompted to fill out a registration form which will be verified by one of our sales reps. Exclusive web offer for individuals. Physical description xxix, p. The next part focuses on essential steps in real-world derivative pricing.

Methode book reviews common processes for modeling assets in different markets. Quantitative Finance Erik Schlogl. It brings together a full-spectrum of methods with many practical examples. 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.

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Financial Mathematics Giuseppe Campolieti. Stochastic Finance Jan Vecer.

The Bookshelf application offers access: It brings together a full-spectrum of methods with many practical examples. Those who work through them will gain a deep understanding of the modern computational methods in finance. Stochastic Finance Nicolas Privault.

Computational Methods in Finance

Describe the connection issue. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. It will help readers accurately price a vast array of derivatives. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation.

Computational Methods in Finance Ali Hirsa. The title will be removed from your cart because it is not available in this region.