Cargando…

Financial instrument pricing using C++ /

Mostrar otras versiones (2)

Detalles Bibliográficos
Clasificación:	Libro Electrónico
Autor principal:	Duffy, Daniel J. (Autor)
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	Chichester, West Sussex, United Kingdom : John Wiley & Sons, 2018.
Edición:	Second edition.
Temas:	Investments > Mathematical models. Financial engineering. C++ (Computer program language) Investissements > Modèles mathématiques. Ingénierie financière. C++ (Langage de programmation) Financial engineering Investments > Mathematical models
Acceso en línea:	Texto completo (Requiere registro previo con correo institucional)

Ejemplares similares

Financial instrument pricing using C++ /
por: Duffy, Daniel J.
Publicado: (2004)

Financial instrument pricing using C++ /
por: Duffy, Daniel J.
Publicado: (2018)

Modeling maximum trading profits with C++ : new trading and money management concepts /
por: Salov, Valerii, 1960-
Publicado: (2007)

Financial Engineering and Computation : Principles, Mathematics, Algorithms.
por: Lyuu, Yuh-Dauh
Publicado: (2001)

Risk finance and asset pricing : value, measurements, and markets /
por: Tapiero, Charles S.
Publicado: (2010)

Quantitative Finance : an Object-Oriented Approach in C++
por: Schlogl, Erik
Publicado: (2013)

Elements of financial mathematics : from interest theory to options /
Publicado: (2021)

The microscopic simulation of financial markets : from investor behavior to market phenomena /
por: Levy, Moshe
Publicado: (2000)

Risk finance and asset pricing : value, measurements, and markets /
por: Tapiero, Charles S.
Publicado: (2010)

Quantitative finance : an object-oriented approach in C++ /
por: Schlogl, Erik
Publicado: (2014)

Mathematical Techniques in Financial Market Trading.
por: Mak, Don K.
Publicado: (2006)

Financial engineering and computation : principles, mathematics, algorithms /
por: Lyuu, Yuh-Dauh
Publicado: (2002)

Practical C++ financial programming /
por: Oliveira, Carlos A. S.
Publicado: (2015)

Mathematical techniques in financial market trading /
por: Mak, Don K.
Publicado: (2006)

Asymmetric effects of the financial crisis : collateral-based investment-cash flow sensitivity analysis /
por: Khramov, Vadim
Publicado: (2012)

Microsoft Excel for stock and option traders : build your own analytical tools for higher returns /
por: Augen, Jeffrey
Publicado: (2011)

Stochastic financial models /
por: Kennedy, Douglas
Publicado: (2010)

La décision d'investissement Par Modèles Optionnels
por: Heller, David
Publicado: (2019)

Machine learning in asset pricing /
por: Nagel, Stefan, 1973-
Publicado: (2021)

Spillovers to Emerging Equity Markets.
por: Sun, Tao
Publicado: (2009)

Quantitative finance : an object-oriented approach in C++ /
por: Schlogl, Erik
Publicado: (2014)

Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more /
por: Wilmott, Paul
Publicado: (2009)

Hypermodels in mathematical finance : modelling via infinitesimal analysis /
por: Ng, Siu-Ah
Publicado: (2003)

Hypermodels in mathematical finance : modelling via infinitesimal analysis /
por: Ng, Siu-Ah
Publicado: (2003)

Essentials of stochastic finance : facts, models, theory /
por: Shiri͡aev, Alʹbert Nikolaevich
Publicado: (1999)

Quantitative trading : algorithms, analytics, data, models, optimization /
por: Guo, Xin, 1969-, et al.
Publicado: (2017)

Quantitative trading : algorithms, analytics, data, models, optimization /
por: Guo, Xin, 1969-, et al.
Publicado: (2017)

The Kelly capital growth investment criterion : theory and practice /
Publicado: (2011)

The Kelly capital growth investment criterion : theory and practice /
Publicado: (2011)

Finance computationnelle et gestion des risques : ingénierie financière avec applications Excel (visual basic) et Matlab /
por: Racicot, François-Eric
Publicado: (2006)

Financial engineering and arbitrage in the financial markets /
por: Dubil, Robert
Publicado: (2011)

C♯ for financial markets /
por: Duffy, Daniel J.
Publicado: (2013)

Practical Financial Optimization : a Library of GAMS Models.
por: Zenios, Stavros A.
Publicado: (2009)

The Heston model and its extensions in Matlab and C♯ /
por: Rouah, Fabrice, 1964-
Publicado: (2013)

An introduction to equity derivatives : theory and practice /
por: Bossu, Sébastien
Publicado: (2012)

The microscopic simulation of financial markets : from investor behavior to market phenomena /
por: Levy, Moshe
Publicado: (2000)

Practical financial optimization : decision making for financial engineers /
por: Zenios, Stavros Andrea
Publicado: (2007)

Supply chain and finance /
Publicado: (2004)

Probability, finance and insurance : proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 /
Publicado: (2004)

Applied Probabilistic Calculus for Assets Allocation and Portfolio Optimization in Financial Engineering Using R.
por: Chan, Bertram K.
Publicado: (2017)