Numerical Methods in Finance with C++ (Mastering Mathematical Finance) - Image 1

£54.99

Cambridge University Press Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Name: Numerical Methods in Finance with C++ (Mastering Mathematical Finance)
Brand: Cambridge University Press
Price: 57.0 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 86 days • 86 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 86 days • 4 price levels

Days at Price

Current Price

Price Analysis

Most common price: £57 (56 days, 65.1%)

Price range: £55 - £60

Price levels: 4 different prices over 86 days

Description

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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1107003717
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 02 August 2012
Listed Since: 04 February 2012

Barcode

No barcode data available

Cambridge University Press Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Financial Engineering and Computation: Principles, Mathematics, Algorithms

Financial Products: An Introduction Using Mathematics and Excel

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Quantitative Finance And Risk Management: A Physicist's Approach

Saddlepoint Approximation Methods in Financial Engineering (SpringerBriefs in Quantitative Finance)

Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)

Decision Technologies for Computational Finance: Proceedings of the fifth International Conference Computational Finance: 2 (Advances in Computational Management Science, 2)

Numerical Methods Using Java: For Data Science, Analysis, and Engineering

Arbitrage Theory In Discrete And Continuous Time

Computational Finance: A Scientific Perspective

Proceedings of the First International Forum on Financial Mathematics and Financial Technology

Proceedings of the First International Forum on Financial Mathematics and Financial Technology

An Undergraduate Introduction to Financial Mathematics: (Second Edition)

Post-crisis Quant Finance

Louis Bachelier`s Theory of Speculation – The Origins of Modern Finance

Advanced Mathematical Methods for Finance

Financial Risk Management and Derivative Instruments (Routledge Advanced Texts in Economics and Finance)

Quant of the Year 2000-2014 - All the Award-Winning Papers

Qunatum Finance: Programming with Q# for Finance: Harnessing Q# to Revolutionize Financial Algorithms & Models (Finance in Superposition)

THEORY AND REALITY IN FINANCIAL ECONOMICS: ESSAYS TOWARD A NEW POLITICAL FINANCE