Numerical Methods in Finance With C++

Informationen zum Autor 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. Klappentext This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. Zusammenfassung 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. Inhaltsverzeichnis Preface; 1. Binomial pricer; 2. Binomial pricer revisited; 3. American options; 4. Nonlinear solvers; 5. Monte Carlo methods; 6. Finite difference methods; Index.

Product details

• Authors: Maciej J. Capi ski, Capi&, Marek Capianski, Maciej J. Capinski, Maciej J. Zastawniak Capinski, Maciej. J Capinski, Maciej J. Capiński, CAPINSKI MACIEJ J ZASTAWNIAK TO, Tomasz Zastawniak
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 02.08.2012
• EAN: 9781107003712
• ISBN: 978-1-107-00371-2
• No. of pages: 175
• Series: Mastering Mathematical Finance; Mastering Mathematical Finance
• Subjects: Social sciences, law, business > Business > Miscellaneous; Finance, BUSINESS & ECONOMICS / Statistics, Mathematics, Programming & scripting languages: general, Programming and scripting languages: general, Computer Programming / Software Development