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- 2012017892 contributor B12447822.
- 2012017892 created "c2013.".
- 2012017892 date "2013".
- 2012017892 date "c2013.".
- 2012017892 dateCopyrighted "c2013.".
- 2012017892 description "Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.".
- 2012017892 description "Includes bibliographical references (p. 395-408) and index.".
- 2012017892 extent "xxix, 414 p. :".
- 2012017892 identifier "9781439829578 (hardcover : alk. paper)".
- 2012017892 isPartOf "Chapman & Hall/CRC Financial mathematics series".
- 2012017892 issued "2013".
- 2012017892 issued "c2013.".
- 2012017892 language "eng".
- 2012017892 publisher "Boca Raton, FL : CRC Press,".
- 2012017892 subject "332.64/57015195 23".
- 2012017892 subject "Derivative securities Prices Mathematics.".
- 2012017892 subject "HG6024.A3 H57 2013".
- 2012017892 tableOfContents "Computational methods for derivatives pricing -- Stochastic processes and risk neutral pricing -- Derivatives pricing via transform techniques -- Introduction to finite differences -- Derivative pricing via numerical solutions of PDEs -- Derivative pricing via numerical solutions of pides -- Simulation methods for derivatives pricing -- Calibration and estimation in derivatives pricing -- Model calibration -- Filtering and parameter estimation -- Bibliography -- Index.".
- 2012017892 title "Computational methods in finance / Ali Hirsa.".
- 2012017892 type "text".