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 ...
Read More
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.
Read Less
Add this copy of Computational Methods in Finance (Chapman and Hall/Crc to cart. $60.54, good condition, Sold by Big River Books rated 5.0 out of 5 stars, ships from Powder Springs, GA, UNITED STATES, published 2024 by Chapman and Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
Add this copy of Computational Methods in Finance (Chapman and Hall/Crc to cart. $63.41, like new condition, Sold by Books From California rated 4.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 2024 by Chapman and Hall/CRC.
Add this copy of Computational Methods in Finance to cart. $79.68, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2024 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 622 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color, Line drawings, black & white, Line drawings, color, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Computational Methods in Finance to cart. $87.52, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2024 by CRC Press.
Add this copy of Computational Methods in Finance to cart. $91.52, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2024 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 622 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color, Line drawings, black & white, Line drawings, color, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Computational Methods in Finance to cart. $91.60, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2024 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 622 p. Contains: Unspecified, Illustrations, black & white, Illustrations, color, Line drawings, black & white, Line drawings, color, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Computational Methods in Finance, 2nd Edition to cart. $92.16, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2024 by CRC Press.
