The Resource Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak
Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak
Resource Information
The item Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource (x, 166 pages)
- Note
- Title from publisher's bibliographic system (viewed on 05 Oct 2015)
- Isbn
- 9781139017404
- Label
- Numerical methods in finance with C++
- Title
- Numerical methods in finance with C++
- Statement of responsibility
- Maciej J. Capinski, Tomasz Zastawniak
- 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
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Numerical-methods-in-finance-with-C-Maciej-J./HXLpcUzU_b4/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Numerical-methods-in-finance-with-C-Maciej-J./HXLpcUzU_b4/">Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
