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This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object--oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull--White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real--world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
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- EditorialJohn Wiley & Sons Inc
- Año de publicación2004
- ISBN 10 0471654647
- ISBN 13 9780471654643
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas840
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Modeling Derivatives in C++
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Modeling Derivatives in C++
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Modeling Derivatives in C++ (Wiley Finance)
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Condición: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: first ] Publisher: Wiley Pub Date: 9/17/2004 Binding: Paperback Pages: 768 first edition. Nº de ref. del artículo: 6810795
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Modeling Derivatives in C++ INCL CD-ROM (Wiley Finance) von London
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Wiley Finance Auflage: Pap/Cdr (7. Januar 2005), 2005
ISBN 10: 0471654647
ISBN 13: 9780471654643
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Softcover. Condición: gut. Auflage: Pap/Cdr (7. Januar 2005). London equity bonds caps swaptions swaps credit derivatives Wall Street Hull-White BDT CIR HJM LIBOR Market Model interest rate pricing financial engineering This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, "Modeling Derivatives in C++" will help readers succeed in understanding and implementing C++ when modeling all types of derivatives. Modeling Derivatives in C++ INCL CD-ROM (Wiley Finance) von London In englischer Sprache. 768 pages. 23,2 x 19,2 x 4,8 cm. Nº de ref. del artículo: BN2696
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Modeling Derivatives in C++
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Modeling Derivatives in C++
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Modeling Derivatives in C++ +CD
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John Wiley and Sons Ltd, 2004
ISBN 10: 0471654647
ISBN 13: 9780471654643
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