Numerical Methods in Finance with C++ 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Maciej J. Capiński 作者

Cambridge University Press

译者

2012-8-2 出版日期

175 页数

GBP 57.00 价格

Hardcover

丛书系列

9781107003712 图书编码

Numerical Methods in Finance with C++ 在线电子书图书标签: C++ Quantitative 金融工程 financial computing

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Numerical Methods in Finance with C++ 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Numerical Methods in Finance with C++ 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Numerical Methods in Finance with C++ 在线电子书著者简介

Numerical Methods in Finance with C++ 在线电子书图书目录

Numerical Methods in Finance with C++ 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Numerical Methods in Finance with C++ 在线电子书图书描述

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.

Numerical Methods in Finance with C++ 在线电子书下载 mobi epub pdf txt 在线电子书下载

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