Numerical Methods in Finance with C++ pdf epub mobi txt 电子书 下载 2024


Numerical Methods in Finance with C++

简体网页||繁体网页
Maciej J. Capiński
Cambridge University Press
2012-8-2
175
GBP 57.00
Hardcover
9781107003712

图书标签: C++  Quantitative  金融工程  financial  computing   


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发表于2024-11-22

Numerical Methods in Finance with C++ epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Numerical Methods in Finance with C++ epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Numerical Methods in Finance with C++ pdf epub mobi txt 电子书 下载 2024



图书描述

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.

Numerical Methods in Finance with C++ 下载 mobi epub pdf txt 电子书

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