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Computational Methods in Finance on Hardback by Ali Hirsa
Computational Methods in Finance on Hardback by Ali Hirsa
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Computational Methods in Finance

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Description

This text addresses a variety of numerical methods for pricing derivative contracts, including Fourier techniques, finite differences, numerical simulation, and Monte Carlo simulation methods--one of the first books to cover all of these techniques. After presenting the basics of pricing techniques, it covers key concepts of calibration and parameter estimation. Written by a popular professor at Columbia University and NYU's Courant Institute, the book is suitable for any graduate course on computational finance in financial engineering and financial mathematics programs as well as for practitioners interested in computational methods in finance.

Author Biography:

Ali Hirsa is head of Analytical Trading Strategy at Caspian Capital Management. Dr. Hirsa is also an adjunct professor at Columbia University and NYU’s Courant Institute of Mathematical Sciences.
Release date Australia
September 5th, 2012
Author
Audiences
  • General (US: Trade)
  • Tertiary Education (US: College)
Illustrations
59 Tables, black and white; 73 Illustrations, black and white
Pages
444
Dimensions
178x254x30
ISBN-13
9781439829578
Product ID
10371687

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