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Financial instrument pricing using C++ /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons,
2018.
|
| Edición: | Second edition. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- A tour of C++ and environs
- New and improved C++ fundamentals
- Modelling functions in C++
- Advanced C++ template programming
- Tuples in C++ and their applications
- Type traits, advanced lambdas and multiparadigm design in C++
- Multiparadigm design in C++
- C++ numerics, IEEE 754 and boost C++ multiprecision
- An introduction to unified software design (USD)
- New data types, containers and algorithms in C++ and boost C++ libraries
- Lattice models fundamental data structures and algorithms
- Lattice models applications to computational finance
- Numerical linear algebra : tridiagonal systems and applications
- Data visualisation in Excel
- Univariate statistical distributions
- Bivariate statistical distributions and two-asset option pricing
- STL algorithms in detail
- STL algorithms part II
- An introduction to optimisation and the solution of nonlinear equations
- The finite difference method for PDEs mathematical background
- Software framework for one-factor option models
- Extending the software framework
- A PDE software framework in C++11 for a class of path-dependent options
- Ordinary differential equations and their numerical approximation
- Advanced ordinary differential equations and method of lines (MOL)
- Random number generation and distributions
- Microsoft .net, C# and C++11 interoperability
- C++ concurrency, Part I Threads
- C++ concurrency, part II Tasks
- Parallel patterns language (PPL)
- Monte Carlo simulation, Part I
- Monte Carlo simulation, Part II.