Computational methods in finance
Ali Hirsa
| Year of publication: |
2013
|
|---|---|
| Authors: | Hirsa, Ali |
| Publisher: |
Boca Raton, Fla. [u.a.] : CRC Press, Taylor & Francis Group |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | CAPM | Derivat | Derivative | Numerisches Verfahren | Numerical analysis | Computerunterstützung | Computerized method | Finanzmathematik | Mathematisches Modell | Finanzwirtschaft |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XXIX, 414 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. 395 - 408 Computational methods for derivatives pricingStochastic 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. |
| ISBN: | 978-1-4398-2957-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009632516