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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 |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons,
2005.
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| Colección: | Wiley Finance Ser.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.