Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 14-24 Tagen versandfertig
Veröffentlichung:	September 2012
Genre:	Wirtschaft / Recht
ISBN:	9781439829578
EAN-Code:	9781439829578
Verlag:	CRC Press
Einband:	Gebunden
Sprache:	English
Serie:	Chapman and Hall/CRC Financial Mathematics Series
Dimensionen:	H 261 mm / B 182 mm / D 30 mm
Gewicht:	944 gr
Seiten:	444
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This text addresses a variety of numerical methods for pricing derivative contracts, including Fourier techniques, finite differences, numerical simulation, and Monte Carlo simulation methods one of the first books to cover all of these techniques. After presenting the basics of pricing techniques, it covers key concepts of calibration and parameter estimation. Written by a popular professor at Columbia University and NYU 's Courant Institute, the book is suitable for any graduate course on computational finance in financial engineering and financial mathematics programs as well as for practitioners interested in computational methods in finance.