Advanced Quantitative Finance with C++

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Advanced Quantitative Finance with C++

Create and implement mathematical models in C++ using quantitative finance

Book Description
This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed. In the first part of the book, the main mathematical models used in the world of financial derivatives are discussed. Next, the numerical methods used to solve the mathematical models are presented. Finally, both the mathematical models and the numerical methods are used to solve some concrete problems in equity, forex, interest rate, and credit derivatives.

The models used include the Black-Scholes and Garman-Kohlhagen models, the LIBOR market model, structural and intensity credit models. The numerical methods described are Monte Carlo simulation (for single and multiple assets), Binomial Trees, and Finite Difference Methods. You will find implementation of concrete problems including European Call, Equity Basket, Currency European Call, FX Barrier Option, Interest Rate Swap, Bankruptcy, and Credit Default Swap in C++.
Book Details
Publisher:        Packt Publishing
By:       Alonso Pena, Ph.D.
ISBN:        978-1-78216-722-8
Year:        2014
Pages:        124
Language:        English
File size:        6 MB
File format:        PDF
Download:      

本帖隐藏的内容

Advanced Quantitative Finance with C++.rar (3.05 MB, 需要: 20 个论坛币) 本附件包括：

• Advanced Quantitative Finance with C++.pdf

2015-6-28 00:20:09 上传

需要: 20 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏4 回帖

关键词：Quantitative QUANTITATIV Advanced Finance ADVANCE particular currency interest Create credit

顶一个

看看 看看 ***

Looklook

Thanks a lot

goodgood