圖書標籤: 量化金融 編程 quant C++ 金融 計算機 算法
发表于2024-12-23
Advanced Quantitative Finance with C++ pdf epub mobi txt 電子書 下載 2024
Create and implement mathematical models in C++ using quantitative finance
Overview
Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives
The complex models are explained step-by-step along with a flow chart of every implementation
Illustrates each asset class with fully solved C++ examples, both basic and advanced, that support and complement the text
Alonso Peña, Ph.D. is an SDA Professor at the SDA Bocconi School of
Management in Milan. He has worked as a quantitative analyst in the structured
products group for Thomson Reuters Risk and for Unicredit Group in London and
Milan. He holds a Ph.D. degree from the University of Cambridge on Finite Element
Analysis and the Certificate in Quantitative Finance (CQF) from 7city Learning, the
U.K. He has lectured and supervised graduate and post-graduate students from the
universities of Oxford, Cambridge, Bocconi, Bergamo, Pavia, Castellanza, and the
Politecnico di Milano. His area of expertise is the pricing of financial derivatives, in
particular, structured products.
He has publications in the fields of Quantitative Finance, applied mathematics,
neuroscience, and the history of science. He has been awarded the Robert J. Melosh
Medal—first prize for the best student paper on Finite Element Analysis, Duke
University, USA; and the Rouse Ball Travelling Studentship in Mathematics, Trinity
College, Cambridge. He has been to the Santa Fe Institute, USA, to study complex
systems in social sciences.
幾個簡單方法的小算法實現,當不起advanced
評分幾個簡單方法的小算法實現,當不起advanced
評分幾個小例子就能寫書瞭
評分幾個簡單方法的小算法實現,當不起advanced
評分幾個小例子就能寫書瞭
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Advanced Quantitative Finance with C++ pdf epub mobi txt 電子書 下載 2024