This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Maciej J. Capiński 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.
Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about fifty research publications and four books. He has supervised four PhD dissertations and around eighty MSc dissertations in mathematical finance.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 5,77 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerAnbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Artikel-Nr. ria9781107003712_new
Anzahl: Mehr als 20 verfügbar
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9781107003712
Anzahl: 1 verfügbar
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Hardcover. Zustand: Brand New. 1st edition. 175 pages. 9.06x0.63x6.06 inches. In Stock. Artikel-Nr. x-1107003717
Anzahl: 2 verfügbar