user
0
Su pedido

Tu pedido

Su carro de la compra está vacío

Materias

Modeling Derivatives In C++.

Modeling Derivatives In C++.

Compartir en:

(0 Comentarios)
Comenta y valora este libro

pvp.105,55 €

Sin Stock. Posibilidad entre 11 y 20 dias

  • ISBN:9780471654643
  • Editorial: Wiley & Sons Ltd.
  • Fecha de la edición:
  • Encuadernación:
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:688
  • Idiomas:Ingles,Inglés

Materias:

Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.

Otros libros de London, Justin

Otros libros de Economía Cuantitativa