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
Descripción
Sumario: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 Fourier TransformDerivatives Pricing via the Fourier-Cosine (COS) MethodCosine Method for Path-Dependent OptionsSaddlepoint MethodIntroduction to Finite DifferencesTaylor Expansion Finite Difference MethodStability AnalysisDerivative Approximation by Finite Differences: A Generic Approach Matrix Equati.
Descripción Física:1 online resource (440 pages).
Bibliografía:Includes bibliographical references and index.
ISBN:9781466576049
1466576049

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