Quantitative Finance : an Object-Oriented Approach in C++

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schlogl, Erik (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Abingdon : CRC Press [Imprint], Taylor & Francis Group. Nov. 2013 ;
Colección:Chapman and Hall/CRC Financial Mathematics Ser.
Temas:
Finance > Mathematical models.
Investments > Mathematical models.
C++ (Computer program language)
Finances > Modèles mathématiques.
Investissements > Modèles mathématiques.
C++ (Langage de programmation)
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Investments > Mathematical models
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Dedication; Contents; Preface; Acknowledgements; 1. A brief review of the C++ programming language; 2. Basic building blocks; 3. Lattice models for option pricing; 4. The Black/ Scholes world; 5. Finite difference methods; 6. Implied volatility and volatility smiles; 7. Monte Carlo simulation; 8. The Heath/ Jarrow/ Morton model; A. Interfacing between C++ and Microsoft Excel; B. Automatic generation of documentation using Doxygen; References.

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