Buch, Englisch, 652 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 453 g
Buch, Englisch, 652 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 453 g
Reihe: Chapman and Hall/CRC Financial Mathematics Series
ISBN: 978-1-4987-7860-2
Verlag: Taylor & Francis Inc
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.
Zielgruppe
Postgraduate, Professional Practice & Development, and Professional Training
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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.