Advanced quantitative finance with C++ : create and implement mathematical models in C++ using Quantative Finance

著者

• Peña, Alonso

書誌事項

Advanced quantitative finance with C++ : create and implement mathematical models in C++ using Quantative Finance

Alonso Peña

（Community experience distilled）（Packt open source）

Packt Publishing, 2014

• :pbk

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Key Features Book DescriptionWhat you will learn Who this book is for

目次

Table of Contents Preface Introduction Mathematical Models Numerical Methods Equity Derivatives in C++ Foreign Exchange Derivatives in C++ Interest Rate Derivatives in C++ Credit Derivatives in C++ Appendix: Appendix: C++ Numerical Libraries for Option Pricing

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB17670632
• ISBN:
  • 9781782167228
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Birmingham
• ページ数/冊数: ii, 109 p.
• 大きさ: 24 cm
• 件名:
  • LCSH : C++ (Computer program language)
  • LCSH : Finance -- Statistics.
• 親書誌ID:
  • BB15111673
  • BB03670601