Computational Methods in Finance - Hirsa, Ali (Columbia University, New York, USA)
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Computational Methods in Finance is developed from the authorâ s courses at Columbia University and the Courant Institute of New York University. This text is designed for graduate students in financial engineering and mathematical finance as well as practitioners. It will help readers accurately price a vast array of derivatives.

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Produktbeschreibung
Computational Methods in Finance is developed from the authorâ s courses at Columbia University and the Courant Institute of New York University. This text is designed for graduate students in financial engineering and mathematical finance as well as practitioners. It will help readers accurately price a vast array of derivatives.
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Autorenporträt
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.