Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series)
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- Synopsis
- Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical methods. It addresses key computational methods in finance, including transform techniques, the finite difference method, and Monte Carlo simulation. Developed from his courses at Columbia University and the Courant Institute of New York University, the author also covers model calibration and optimization and describes techniques, such as Kalman and particle filters, for parameter estimation.
- Copyright:
- 2013
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 444 Pages
- ISBN-13:
- 9781466576049
- Related ISBNs:
- 9780429071645, 9781439829578, 9781439829578, 9781439829578, 9781040053874, 9781439829585, 9780429071645, 9780367851866
- Publisher:
- CRC Press
- Date of Addition:
- 12/09/18
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.