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

About the Author

Ali Hirsa is a Professor and director of the Center for Artificial Intelligence in Business Analytics and Financial Technology and director of the Financial Engineering Program in the Industrial Engineering & Operations Research Department at Columbia University in the City of New York. He is also Chief Scientific Officer at ASK2.ai and Managing Partner at Sauma Capital, LLC, a New York Hedge Fund. Previously he was a Partner and Head of Analytical Trading Strategy at Caspian Capital Management, LLC. Ali has worked in a variety of quantitative positions at Morgan Stanley, DV Trading, Banc of America Securities, and Prudential Securities. Ali was also a Fellow at Courant Institute of New York University in the Mathematics of Finance Program from 2004 to 2014. Ali is the author of “Computational Methods in Finance,” Chapman & Hall/CRC 2012, co-author of “An Introduction to Mathematics of Financial Derivatives,” third edition, Academic Press with Salih Neftci, and the editor-in-chief of the Journal of Investment Strategies. He is a frequent speaker at academic and practitioner conferences. Ali received his Ph.D. in Applied Mathematics from the University of Maryland at College Park under the supervision of Professors Howard C. Elman and Dilip B. Madan.

"About this title" may belong to another edition of this title.

Store Description

GreatBookPrices.com is your top source for finding new books at the absolute lowest prices, guaranteed ! We offer big discounts - everyday - on millions of titles in virtually any category, from Architecture to Zoology -- and everything in between. Discover great deals and super-savings, on professional books, text book titles, the newest computer guides, or your favorite fiction authors. You'll find it all - at HUGE SAVINGS - at GreatBookPrices. Browse through our complete online product catalog today. Serving customers around the world for years, we help thousands find just the books they're looking for -- at incredibly low, bargain prices.

Visit Seller's Storefront

Seller's business information

Far Corner Europe Limited
19-20 Bourne Court, 19-20 Bourne Court, Woodford Green, IG8 8HD, United Kingdom

Sale & Shipping Terms

Terms of Sale

Company Name: GreatBookPricesUK
Legal Entity: Far Corner Europe Limited
Address: 19-20 Bourne Court, Southend Road, Woodford Green Essex, UK IG8 8HD
Registration #: 10691061
Authorized representative: Danielle Hainsey

Shipping Terms

Our warehouses across the globe are fully operational without substantial delays. We are working hard and continue to overcome the daily challenges presented by COVID-19. There have been reports that delivery carriers are experiencing large delays resulting in longer than normal deliveries to customers. See USPS's website for further detail. We would like to apologize in advance if your item arrives later than the expected delivery due date.

Internal processing of your order will take about 1-2 business days. Please allow an additional 4-14 business days for Media Mail delivery. We have multiple ship-from locations - MD,IL,NJ,UK,IN,NV,TN & GA

Shipping rates from United Kingdom to U.S.A.

Shipping rates from United Kingdom to U.S.A.
Order quantity	10 to 30 business days	10 to 27 business days
First item	US$ 19.95	US$ 19.95

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.