Advanced Quantitative Finance with C++ 在线电子书 图书标签: 量化金融 编程 quant C++ 金融 计算机 算法
发表于2024-12-23
Advanced Quantitative Finance with C++ 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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
评分几个简单方法的小算法实现,当不起advanced
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.
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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Advanced Quantitative Finance with C++ 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024