Description

Book Synopsis

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.

Computational Methods in Finance

    Product form

    A Hardback by Ali Hirsa

    £76.42

    Includes FREE delivery

    Order before 4pm today for delivery by Mon 23 Nov 2026.

    15 in stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Computational Methods in Finance by Ali Hirsa

      Book details

      Publisher Taylor & Francis Inc
      Published 1/30/2024
      ISBN-13 9781498778602
      978-1498778602
      ISBN-10 1498778607

      Description

      Book Synopsis

      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.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account