Advanced Quantitative Finance with C++

Advanced Quantitative Finance with C++ pdf epub mobi txt 电子书 下载 2025

Alonso Peña, Ph.D. is an SDA Professor at the SDA Bocconi School of

Management in Milan. He has worked as a quantitative analyst in the structured

products group for Thomson Reuters Risk and for Unicredit Group in London and

Milan. He holds a Ph.D. degree from the University of Cambridge on Finite Element

Analysis and the Certificate in Quantitative Finance (CQF) from 7city Learning, the

U.K. He has lectured and supervised graduate and post-graduate students from the

universities of Oxford, Cambridge, Bocconi, Bergamo, Pavia, Castellanza, and the

Politecnico di Milano. His area of expertise is the pricing of financial derivatives, in

particular, structured products.

He has publications in the fields of Quantitative Finance, applied mathematics,

neuroscience, and the history of science. He has been awarded the Robert J. Melosh

Medal—first prize for the best student paper on Finite Element Analysis, Duke

University, USA; and the Rouse Ball Travelling Studentship in Mathematics, Trinity

College, Cambridge. He has been to the Santa Fe Institute, USA, to study complex

systems in social sciences.

出版者:Packt Publishing
作者:Alonso Peña
出品人:
页数:124
译者:
出版时间:2014-6-25
价格:USD 24.29
装帧:Paperback
isbn号码:9781782167228
丛书系列:
图书标签:
  • 量化金融 
  • 编程 
  • quant 
  • C++ 
  • 金融 
  • 计算机 
  • 算法 
  •  
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Create and implement mathematical models in C++ using quantitative finance

Overview

Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives

The complex models are explained step-by-step along with a flow chart of every implementation

Illustrates each asset class with fully solved C++ examples, both basic and advanced, that support and complement the text

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几个简单方法的小算法实现,当不起advanced

评分

几个小例子就能写书了

评分

几个简单方法的小算法实现,当不起advanced

评分

几个简单方法的小算法实现,当不起advanced

评分

几个小例子就能写书了

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