- 652 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Computational Methods in Finance
About this book
Computational Methods in Finance is a book 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.
This new edition has been thoroughly revised throughout to bring it up to date with recent developments. It features numerous new exercises and examples, as well as two entirely new chapters on machine learning.
Features
- Explains how to solve complex functional equations through numerical methods
- Includes dozens of challenging exercises
- Suitable as a graduate-level textbook for financial engineering and financial mathematics or as a professional resource for working quants
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Information
Table of contents
- Cover Page
- Endorsements Page
- Half-Title Page
- Series Page
- Title Page
- Copyright Page
- Contents
- List of Figures
- List of Tables
- I Pricing and Valuation (Traditional)
- II Pricing and Valuation (ML/DL–based)
- III Model Calibration and Parameter Estimation
- IV Appendices
- Bibliography
- Index
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Yes, you can access Computational Methods in Finance by Ali Hirsa in PDF and/or ePUB format, as well as other popular books in Business & Mathematics General. We have over one million books available in our catalogue for you to explore.