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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Those who work through them will gain a deep understanding of the modern computational methods in finance. The title will be removed from your cart because it is not available in this region. 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 meghods. It will help readers accurately price a vast array of derivatives.
As a result, most people with decent math background can understand these derivations and can write a computer computationnal solving PIDE to get price of an American option.
Computational Methods in Finance – CRC Press Book
Dispatched from the UK in 3 business days When will my order arrive? There is no doubt that every chapter of this book could be a book by itself, but in my opinion the book has achieved to cover significant depth in each chapter.
The next part focuses on essential steps in real-world derivative pricing. If one understands theories presented in the book and puts these theories into practice by writing computer programs to solve problems at the end of each chapter, one is well prepared for a career in quantitative finance.
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My library Help Advanced Book Search. If the reader ifnance this review is considering taking Dr. This list could be longer, but I think it would suffice to say at this point that I would strongly recommend this book to anyone interested in the topics.
Covering advanced quantitative techniques, Computational Methods in Finance explains hirsw to solve complex functional equations through numerical methods.
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We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Computational Methods in Finance. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. One person compuutational this helpful.
Many helpful and interesting examples: With extreme patience, he explores and ruminate the intricate details of the theory. The first part of the book describes pricing methods for numerous derivatives under a variety of models.
Quantitative Finance Erik Schlogl. The first part of the book describes pricing methods for alj derivatives under a variety of models. The exposition is metbods clear, well-written and easy to follow: It then examines many computational approaches for pricing derivatives.
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The book at clearly written and explained well, which leads to redundant details that most readers do not care. This book provides plenty of exercises and realistic case studies. Book ratings by Goodreads.
Computational Methods in Finance – Ali Hirsa – Google Books
compuutational The number of times I reached out for this book at my desk made me feel sort of responsible to write down this review. Learning how the author deal and think about those issues is of great value. 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. Review quote “The depth and breadth of this stand-alone textbook on computational methods in finance is astonishing. Other books in this series. As an example, take Kalman filter for Heston stochastic volatility model, or the finite difference methods for a PIDE for an American option. We provide a free online form to document your learning and a certificate for your records.
It will help readers accurately price a vast array of derivatives.
There’s a problem loading this menu right now. User Review – Flag as inappropriate The book covers many interesting and challenging topics like Fourier transformation methods, computafional difference methods, Kalman filtering and Monte-Carlo simulation etc.
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.
He also covers various filtering techniques and their implementations and gives examples of filtering and parameter estimation.
This uniquely comprehensive and well-written book will undoubtedly prove invaluable to many researchers and practitioners. English Choose a language for shopping. There was a problem co,putational reviews right now. The author usually breaks down a complex problem into steps with clear mathematical derivations.