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.
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Maciej J. Capinski is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, computer assisted proofs in dynamical systems and celestial mechanics. He has authored eight research publications and supervised over thirty MSc dissertations, mostly in mathematical finance. Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about fifty research publications and four books. He has supervised four PhD dissertations and around eighty MSc dissertations in mathematical finance.
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
Paperback. Condición: Good. This book focuses on solving and implementing the increasingly complex numerical problems that arise in finance. Readers will learn the numerical techniques and programming skills necessary for any aspiring quant developer. No programming background is required, making the book thoroughly suitable for beginners. Nº de ref. del artículo: 00099386820
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Librería: Zoom Books East, Glendale Heights, IL, Estados Unidos de America
Condición: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service. Nº de ref. del artículo: ZEV.0521177162.VG
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Librería: World of Books Inc, Montgomery, IL, Estados Unidos de America
Paperback. Condición: Good. This book focuses on solving and implementing the increasingly complex numerical problems that arise in finance. Readers will learn the numerical techniques and programming skills necessary for any aspiring quant developer. No programming background is required, making the book thoroughly suitable for beginners. Nº de ref. del artículo: CIN0521177162G
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Librería: Better World Books Ltd, Dunfermline, Reino Unido
Condición: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Nº de ref. del artículo: 67514285-20
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Librería: WorldofBooks, Goring-By-Sea, WS, Reino Unido
Paperback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Nº de ref. del artículo: GOR005751033
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 16095150-n
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Librería: Basi6 International, Irving, TX, Estados Unidos de America
Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEOCT25-97160
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Librería: Anybook.com, Lincoln, Reino Unido
Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9780521177160. Nº de ref. del artículo: 3949404
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Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABBB-132209
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Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABBB-136471
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