Computational Methods in Finance Ali Hirsa Chapman & Hall/CRC, , xxix + pages, £/$, hardcover ISBN. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through. Computational Methods in Finance by Ali Hirsa, , available at Book Depository with free delivery worldwide.
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There’s a problem loading this menu right now. There is also extensive material on model calibration, including interest rate models and filtering approaches.
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In addition, it seems to be an excellent teaching on. Please try again later. The next part focuses on essential steps in real-world derivative pricing.
Computational Methods in Finance – CRC Press Book
Al advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. Someone mentioned that some data specifics are out-of-date; maybe so, but it is the methods that matter not the data source. In addition, it seems to be an excellent teaching book. Share your thoughts with other customers.
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. The exposition is extremely clear, well-written and easy to follow: AmazonGlobal Ship Orders Internationally. The book reviews common processes for modeling assets in different markets.
Just leafing through the book is a joyful experience as you see all these different methods and applications and how elegantly everything works in the examples.
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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 serious student has a lot to gain with this book. Those who work through them will gain a deep understanding of the modern computational methods in finance.
Computational Methods in Finance Ali Hirsa. It could be through conference attendance, group discussion or directed reading to name just a few examples. Dispatched from the UK in 3 business days When will my order arrive? Amazon Second Chance Pass it on, trade it in, give it a second life.
Computational Methods in Finance – Ali Hirsa – Google Books
Learn more about Amazon Giveaway. Then you can start reading Kindle books on your smartphone, tablet, or computer – no Kindle device required. It brings together a full-spectrum of methods with many practical examples.
Withoutabox Submit to Film Festivals. Get to Know Us. Many helpful and interesting examples: Nonlinear Option Pricing Julien Guyon. Hirsa’s course then my advise is: Looking for beautiful books? The country you have selected will result in the following: April 19, Sold by: We provide complimentary e-inspection copies of primary textbooks to instructors considering our books for course adoption.
All instructor resources are now available on our Instructor Hub. Read more Read less. This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners. The book covers many interesting and challenging topics like Fourier transformation methods, finite difference methods, Kalman filtering and Monte-Carlo simulation etc. Hursa Advertising Find, attract, and engage customers.
Other books in this series. Editorial Reviews Review “The depth and breadth of this stand-alone textbook on computational methods in finance is astonishing. If one understands theories presented in the book and puts these theories into practice by writing computer programs to solve problems at the meethods of each chapter, one is well prepared for a career in quantitative finance.
The author discusses how to calibrate model parameters so that model prices are compatible with market prices. However no codes available though the numerical schemes are described in depth. With extreme patience, he explores and ruminate the intricate details of the theory. The book is a result of lecture notes that the author had used for teaching for years and I guess the clarity in the exposition is a result of the feedback from the students over the years.
This book brings together the course lecture notes and adds more to them.
Stochastic Financial Models Douglas Kennedy. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The author discusses how to calibrate model parameters so that model prices are compatible with market prices. On also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation. Hirsa does not only knows the subject very well both from a theoretical and practical perspective, but as author he rolls up his sleeves and guides the reader on how to do the real thing.
There is also a consistent level of math throughout the book, in the sense that the author knows the average audience of such a book and what mathematical background they come from and ij in the book there are technical details finqnce around the same level.