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ALI HIRSA COMPUTATIONAL METHODS FINANCE PDF

Computational Methods in Finance Ali Hirsa Chapman & Hall/CRC, , The book is geared towards useful numerical and computational. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing, Pierre Henry-Labordère Computational Methods in Finance, Ali Hirsa. A Hirsa, P Pender, K Danquah, S Kasera, B Lee, S Ung. Computational Methods in Finance, 1, Methods for post-trade allocation. M Heidari, A Hirsa.

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Computational Methods in Finance : Ali Hirsa :

All instructor resources are now available on our Instructor Hub. The student resources previously accessed via GarlandScience. What are VitalSource eBooks? For Instructors Request Inspection Copy. Covering advanced quantitative techniques, Computational Methods in Finance explains how to mrthods complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models.

Computational Methods in Finance

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.

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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 jethods and gives examples of filtering and parameter estimation. It will help readers accurately price a vast array of derivatives.

It brings together a full-spectrum of computattional with many practical examples. This book provides plenty of exercises and realistic case studies. Those who work through them will gain a deep understanding of the modern computational methods in finance.

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This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners. In addition, it seems to be an excellent teaching book.

There is also extensive material on model calibration, including interest rate models and filtering approaches. The book is a very comprehensive and useful reference for anyone, even with limited mathematical background, who wishes to quickly understand techniques from computational finance. You will be prompted to fill out a registration form which will be verified by one of our sales reps.

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It could be through conference attendance, group discussion or directed reading to name just a few examples. We provide a free online form to document your learning and a certificate for computatoinal records.

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Toggle navigation Additional Book Information. Reviews “The depth and breadth of this stand-alone textbook on computational methods in finance is astonishing. Request an e-inspection copy. Financial Modelling with Jump Processes. The Bookshelf application offers access: Offline Computer — Download Bookshelf software to your desktop so you can view your eBooks with or without Internet access. The country you have selected will result in the following: Product pricing will be adjusted to match the corresponding currency.

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