Computational Methods in Finance.

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I Pricing and ValuationStochastic Processes and Risk-Neutral Pricing Characteristic FunctionStochastic Models of Asset PricesValuing Derivatives under Various MeasuresTypes of DerivativesDerivatives Pricing via Transform TechniquesDerivatives Pricing via the Fast Fourier TransformFractional Fast Fou...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hirsa, Ali
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : CRC Press, 2012.
Colección:Chapman & Hall/CRC financial mathematics series.
Temas:
Derivative securities > Prices > Mathematics.
Instruments dérivés (Finances) > Prix > Mathématiques.
MATHEMATICS / General.
MATHEMATICS / Probability & Statistics / General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Computational Methods in Finance; Copyright; Dedication; Table of Contents; List of Symbols and Acronyms; List of Figures; List of Tables; Preface; Acknowledgments; Part I: Pricing and Valuation; 1. Stochastic Processes and Risk-Neutral Pricing; 2. Derivatives Pricing via Transform Techniques; 3. Introduction to Finite Differences; 4. Derivative Pricing via Numerical Solutions of PDEs; 5. Derivative Pricing via Numerical Solutions of PIDEs; 6. Simulation Methods for Derivatives Pricing; Part II: Calibration and Estimation; 7. Model Calibration.
  • 8. Filtering and Parameter EstimationReferences; Back Cover.

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