ABSTRACT

As today's financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The f

part |2 pages

I Pricing and Valuation

part |2 pages

II Calibration and Estimation

chapter 7|80 pages

Model Calibration

chapter 8|54 pages

Filtering and Parameter Estimation