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Numerical Methods in Finance with C++
Maciej J. Capinski
€ 50.29
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Description for Numerical Methods in Finance with C++
paperback. Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. Series: Mastering Mathematical Finance. Num Pages: 175 pages, 15 b/w illus. 45 exercises. BIC Classification: KFF; UMX. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 174 x 11. Weight in Grams: 290. Series: Mastering Mathematical Finance. 175 pages, 15 b/w illus. 45 exercises. Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. Cateogry: (P) Professional & Vocational; (U) Tertiary Education (US: College). BIC Classification: KFF; UMX. Dimension: 228 x 174 x 11. Weight: 302.
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 ... Read more
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 ... Read more
Product Details
Publisher
Cambridge University Press
Number of pages
175
Format
Paperback
Publication date
2012
Series
Mastering Mathematical Finance
Condition
New
Weight
290g
Number of Pages
175
Place of Publication
Cambridge, United Kingdom
ISBN
9780521177160
SKU
V9780521177160
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-3
About Maciej J. Capinski
Maciej J. Capiński 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 ... Read more
Reviews for Numerical Methods in Finance with C++
"This book leads the reader directly into the heart of C++ programming technique without too much fuss. And in so doing, the reader also learns some very important and fundamental methods in options pricing. I highly recommend this little gem of a book." Professor Michael K. Ong, IIT Stuart School of Business "I find the monograph to be ... Read more