9780521177160-0521177162-Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

ISBN-13: 9780521177160
ISBN-10: 0521177162
Edition: 1
Author: Capinski, Maciej J.
Publication date: 2012
Publisher: Cambridge University Press
Format: Paperback 176 pages
FREE shipping on ALL orders

Book details

ISBN-13: 9780521177160
ISBN-10: 0521177162
Edition: 1
Author: Capinski, Maciej J.
Publication date: 2012
Publisher: Cambridge University Press
Format: Paperback 176 pages

Summary

Acknowledged authors Capinski, Maciej J. wrote Numerical Methods in Finance with C++ (Mastering Mathematical Finance) comprising 176 pages back in 2012. Textbook and eTextbook are published under ISBN 0521177162 and 9780521177160. Since then Numerical Methods in Finance with C++ (Mastering Mathematical Finance) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

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.

Rate this book Rate this book

We would LOVE it if you could help us and other readers by reviewing the book