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Numerical Methods in Finance with C++
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Artikel-Nr:
9781107003712
Veröffentl:
2012
Einband:
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Erscheinungsdatum:
02.08.2012
Seiten:
178
Autor:
Maciej. J Capinski
Gewicht:
419 g
Format:
235x157x14 mm
Sprache:
Englisch
Beschreibung:
Maciej J. Capi¿ski is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, computer assisted proofs in dynamical systems and celestial mechanics. He has authored eight research publications and supervised over thirty MSc dissertations, mostly in mathematical finance.
This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.
Preface; 1. Binomial pricer; 2. Binomial pricer revisited; 3. American options; 4. Nonlinear solvers; 5. Monte Carlo methods; 6. Finite difference methods; Index.