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Numerical Methods in Finance with C++
Engelsk Paperback
Numerical Methods in Finance with C++
Engelsk Paperback

402 kr
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Om denne bog
Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.
Product detaljer
Sprog:
Engelsk
Sider:
175
ISBN-13:
9780521177160
Indbinding:
Paperback
Udgave:
ISBN-10:
0521177162
Kategori:
Udg. Dato:
2 aug 2012
Længde:
11mm
Bredde:
174mm
Højde:
228mm
Forlag:
Cambridge University Press
Oplagsdato:
2 aug 2012
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