• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Numerical Methods in Finance with C++

Numerical Methods in Finance with C++

Paperback

Series: Mastering Mathematical Finance

Business GeneralInvesting & Finance

Currently unavailable to order

ISBN10: 0521177162
ISBN13: 9780521177160
Publisher: Cambridge University Press
Published: Sep 10 2012
Pages: 175
Weight: 0.70
Height: 0.50 Width: 5.80 Depth: 8.90
Language: English
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.

1 different editions

Also available

Also in

Business General