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Modeling Derivatives in C++.
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical int...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons,
2005.
|
| Colección: | Wiley Finance Ser.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a London, Justin. | |
| 245 | 1 | 0 | |a Modeling Derivatives in C++. |
| 260 | |a Hoboken : |b John Wiley & Sons, |c 2005. | ||
| 300 | |a 1 online resource (922 pages). | ||
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| 490 | 1 | |a Wiley Finance Ser. | |
| 520 | |a This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. | ||
| 505 | 0 | |a Modeling Derivatives in C++; Contents; Preface; Acknowledgments; CHAPTER 1 Black-Scholes and Pricing Fundamentals; CHAPTER 2 Monte Carlo Simulation; CHAPTER 3 Binomial Trees; CHAPTER 4 Trinomial Trees; CHAPTER 5 Finite-Difference Methods; CHAPTER 6 Exotic Options; CHAPTER 7 Stochastic Volatility; CHAPTER 8 Statistical Models; CHAPTER 9 Stochastic Multifactor Models; CHAPTER 10 Single-Factor Interest Rate Models; CHAPTER 11 Tree-Building Procedures; CHAPTER 12 Two-Factor Models and the Heath-Jarrow-Morton Model; CHAPTER 13 LIBOR Market Models. | |
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Derivative securities |x Data processing. | |
| 650 | 0 | |a C++ (Computer program language) | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Informatique. | |
| 650 | 6 | |a C++ (Langage de programmation) | |
| 650 | 7 | |a C++ (Computer program language) |2 fast | |
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| 830 | 0 | |a Wiley Finance Ser. | |
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