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The Resource Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak

Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak

Label
Numerical methods in finance with C++
Title
Numerical methods in finance with C++
Statement of responsibility
Maciej J. Capinski, Tomasz Zastawniak
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
UkCbUP
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Capiński, Marek
Dewey number
332.0285/513
Index
index present
LC call number
HG106
LC item number
.C363 2012
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1976-
http://library.link/vocab/relatedWorkOrContributorName
Zastawniak, Tomasz
Series statement
Mastering mathematical finance
http://library.link/vocab/subjectName
  • Finance
  • C++ (Computer program language)
Label
Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781139017404
Extent
1 online resource (x, 166 pages)
Form of item
online
Isbn
9781139017404
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
Label
Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781139017404
Extent
1 online resource (x, 166 pages)
Form of item
online
Isbn
9781139017404
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote

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