Numerical Methods in Finance with C++

Business & Finance, Economics, Statistics, Nonfiction, Computers, General Computing
Cover of the book Numerical Methods in Finance with C++ by Maciej J. Capiński, Tomasz Zastawniak, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Maciej J. Capiński, Tomasz Zastawniak ISBN: 9781139539753
Publisher: Cambridge University Press Publication: August 2, 2012
Imprint: Cambridge University Press Language: English
Author: Maciej J. Capiński, Tomasz Zastawniak
ISBN: 9781139539753
Publisher: Cambridge University Press
Publication: August 2, 2012
Imprint: Cambridge University Press
Language: English

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.

More books from Cambridge University Press

Cover of the book Gaussian Processes on Trees by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book Soft War by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Cambridge Companion to Kant's Critique of Pure Reason by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Cambridge Companion to the Cello by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book Majority Decisions by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Golem by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Kremlin Strikes Back by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book Cognitive Neuroscience of Memory by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book I Freed Myself by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book Class in Archaic Greece by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book Dreams of Modernity by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Economic Consequences of the War by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Bilingual Child by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book Special Responsibilities by Maciej J. Capiński, Tomasz Zastawniak
Cover of the book The Law of Good People by Maciej J. Capiński, Tomasz Zastawniak
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy