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Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series)

By: Ali Hirsa (Author)

2 in stock

Ksh 17,500.00

Format: Hardback or Cased Book

ISBN-10: 1498778607

ISBN-13: 9781498778602

Collection / Series: Chapman and Hall/CRC Financial Mathematics Series

Collection Type: Publisher collection

Edition Number: 2

Publisher: Taylor & Francis Inc

Imprint: Chapman & Hall/CRC

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Aug 30th, 2024

Publication Status: Active

Product extent: 622 Pages

Weight: 1500.00 grams

Dimensions (height x width x thickness): 26.00 x 18.30 x 3.80 cms

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Computational Methods in Finance is developed from the author’s courses at Columbia University and the Courant Institute of New York University. This text is designed for graduate students in financial engineering and mathematical finance as well as practitioners. It will help readers accurately price a vast array of derivatives.

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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