Computational Methods in Finance pdf epub mobi txt 電子書 下載 2024


Computational Methods in Finance

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Ali Hirsa
CRC Press
2012-9-5
444
USD 96.95
Hardcover
9781439829578

圖書標籤: 金融工程  金融  quant  金融學  數學  金融計算  金融數學  貨幣金融學   


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发表于2024-12-24

Computational Methods in Finance epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Computational Methods in Finance epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Computational Methods in Finance pdf epub mobi txt 電子書 下載 2024



圖書描述

As today's financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing derivatives. These include transform techniques, such as the fast Fourier transform, the fractional fast Fourier transform, the Fourier-cosine method, and saddlepoint method; the finite difference method for solving PDEs in the diffusion framework and PIDEs in the pure jump framework; and Monte Carlo simulation. The next part focuses on essential steps in real-world derivative pricing. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. Developed from the author's courses at Columbia University and the Courant Institute of New York University, this self-contained text is designed for graduate students in financial engineering and mathematical finance as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives.

Computational Methods in Finance 下載 mobi epub pdf txt 電子書

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Computational Methods in Finance pdf epub mobi txt 電子書 下載
想要找書就要到 小哈圖書下載中心
立刻按 ctrl+D收藏本頁
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financial engineering入門神書 derivative pricing基本方法講的非常係統 不過作者的課講得有點……

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financial engineering入門神書 derivative pricing基本方法講的非常係統 不過作者的課講得有點……

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financial engineering入門神書 derivative pricing基本方法講的非常係統 不過作者的課講得有點……

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financial engineering入門神書 derivative pricing基本方法講的非常係統 不過作者的課講得有點……

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