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

£62.00

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: 62.0 GBP
Availability: InStock

Introduction to Programming

This is the most expensive it has ever been. Walk away.

£62 today · previous high £62 · all-time low £55

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 81 days · 81 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 81 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £57 (44 days, 54.3%)

Price range: £55 - £62

Price levels: 3 different prices over 81 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 > Computing & Internet > Programming > Introduction to Programming
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)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)

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

Financial Instrument Pricing Using C++ (Wiley Finance)

C++ for Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

Numerical Methods and Optimization in Finance

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

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

C# for Financial Markets (The Wiley Finance Series)

Numerical Methods in Finance: Bordeaux, June 2010: 12 (Springer Proceedings in Mathematics, 12)

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

Modern Computational Finance: AAD and Parallel Simulations

Cambridge Financial Calculus - Derivative Pricing Textbook

Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)

C++ for Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics

Financial Instrument Pricing Using C++

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Quantitative Finance: An Object-Oriented Approach in C++ (Chapman and Hall/CRC Financial Mathematics Series)

Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)

Deterministic And Stochastic Topics In Computational Finance

Paul Wilmott on Quantitative Finance 2nd Edition

Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing