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Numerical methods in finance with C++ /
Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2012.
|
| Colección: | Mastering mathematical finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
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| 008 | 120806s2012 enk o 001 0 eng d | ||
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| 082 | 0 | 4 | |a 332.02855133 |2 22 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Capiński, Marek, |d 1951- | |
| 245 | 1 | 0 | |a Numerical methods in finance with C++ / |c Maciej J. Capiński, Tomasz Zastawniak. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 2012. | ||
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |2 rdaft | ||
| 490 | 1 | |a Mastering mathematical finance. | |
| 500 | |a Includes index. | ||
| 505 | 0 | |a Cover; Numerical Methods in Finance with C++; Mastering Mathematical Finance; Title; Copyright; Dedication; Contents; Preface; 1: Binomial pricer; 1.1 Program shell; 1.2 Entering data; 1.3 Functions; 1.4 Separate compilation; 1.5 CRR pricer; 1.6 Pointers; 1.7 Function pointers; 1.8 Taking stock; 2: Binomial pricer revisited; 2.1 Our first class; 2.2 Inheritance; 2.3 Virtual functions; 2.4 Summing up; 3: American options; 3.1 Multiple inheritance; 3.2 Virtual inheritance; 3.3 Class templates; 4: Non-linear solvers; 4.1 Implied volatility; 4.2 Bisection method; 4.3 Newton-Raphson method. | |
| 505 | 8 | |a 4.4 Function pointers4.5 Virtual functions; 4.6 Function templates; 4.7 Computing implied volatility; 4.8 Remarks on templates; 5: Monte Carlo methods; 5.1 Path-dependent options; 5.2 Valuation; 5.3 Pricing error; 5.4 Greek parameters; 5.5 Variance reduction; 5.6 Path-dependent basket options; 6: Finite difference methods; 6.1 Parabolic partial differential equations; 6.2 Explicit method; 6.3 Implicit schemes; 6.4 Changing coordinates; 6.5 American options; 6.6 Proofs; Index. | |
| 520 | |a Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a C++ (Computer program language) | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a C++ (Langage de programmation) | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a C++ (Computer program language) |2 fast |0 (OCoLC)fst00843286 | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a C++ |2 gnd | |
| 650 | 7 | |a Finanzmathematik |2 gnd | |
| 650 | 7 | |a Optionspreistheorie |2 gnd | |
| 650 | 7 | |a Software |2 gnd | |
| 700 | 1 | |a Zastawniak, Tomasz, |d 1976- | |
| 776 | 0 | 8 | |i Print version: |a Capinski, Maciej J. |t Numerical Methods in Finance with C++. |d Cambridge : Cambridge University Press, 2012 |z 9781107003712 |
| 830 | 0 | |a Mastering mathematical finance. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466692 |z Texto completo |
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