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· 제목 : Computational Methods in Finance (Hardcover, 2)
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9781498778602
· 쪽수 : 644쪽
· 출판일 : 2024-08-30
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9781498778602
· 쪽수 : 644쪽
· 출판일 : 2024-08-30
목차
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. Credit Derivatives and Loan Models. Simulation Methods for Derivatives Pricing. Model Calibration. Filtering and Parameter Estimation.
