Computational Methods in Finance 2nd Edition

Authors: Ali Hirsa

ISBN 9781498778602

644 Pages

52 Color & 87 B/W Illustrations

Published August 30, 2024 by Chapman & Hall

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