Numerical Methods in Finance with C++

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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, includi...
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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, includi...
Read more
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  • Formats: epub
  • ISBN: 9781139539753
  • Publication Date: 2 Aug 2012
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM