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• 017 __ |a CN |b 01-2013-4792

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• 090 __ |a F830.95/E1

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• 099 __ |a CAL 022017035669

• 100 1_ |a Hirsa, Ali.

• 245 10 |a Computational methods in finance / |c Ali Hirsa = 金融中的计算方法 / 阿里·赫萨著 ; 丁睿注释.

• 246 31 |a 金融中的计算方法

• 260 __ |a 北京 : |b 机械工业出版社, |c 2017.

• 300 __ |a xxxii, 414 p. : |b ill. ; |c 26 cm.

• 490 0_ |a 国外实用金融统计丛书

• 500 __ |a 英文影印导读版.

• 504 __ |a Includes bibliographical references (p. 395-408) and index.

• 505 0_ |a 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.

• 534 __ |p Reprint. Originally published: |c Boca Raton, FL : CRC Press/Taylor & Francis Group, c2013. |z 9781439829578.

• 650 _0 |a Derivative securities |x Prices |x Mathematics.

• 700 1_ |a Ding, Rui |9 (丁睿)

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