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Computational Methods in Finance Ali Hirsa 9781498778602
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Computational Methods in Finance Ali Hirsa 9781498778602

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Description

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.


Book Information
ISBN 9781498778602
Author Ali Hirsa
Format Hardback
Page Count 652
Imprint Chapman & Hall/CRC
Publisher Taylor & Francis Inc
Weight(grams) 453g

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