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题名/责任者:

Computational methods in finance / Ali Hirsa = 金融中的计算方法 / 阿里·赫萨著 ; 丁睿注释.

出版发行项:

北京 : 机械工业出版社, 2017.

ISBN:

9787111550785

载体形态项:

xxxii, 414 p. : ill. ; 26 cm.

变异题名:

金融中的计算方法

丛编说明:

国外实用金融统计丛书

个人责任者:

Hirsa, Ali.

附加个人名称:

Ding, Rui

论题主题:

Derivative securities-Prices-Mathematics.

中图法分类号:

F830.95

一般附注:

英文影印导读版.

书目附注:

Includes bibliographical references (p. 395-408) and index.

内容附注:

Computational methods for derivatives pricing -- Stochastic 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.

原版附注:

Reprint. Originally published: Boca Raton, FL : CRC Press/Taylor & Francis Group, c2013. 9781439829578.

豆瓣简介：