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商品詳細
Computational Methods in Finance. 2nd ed.
・ISBN 978-1-4987-7860-2 hard GB£ 83.99
￥26,607.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Hirsa, Ali, |
|---|---|
| シリーズ | Chapman & Hall/CRC Financial Mathematics |
| 出版社 | (Chapman & Hall / CRC, US) |
| 出版年月 | 2024.07 |
| ページ数 | 622 pp. |
| 言語 | ENG |
| ニュース番号 | ＜719-211 719-246＞ |
解説
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