Advanced Quantitative Finance with C++ Paperback –Alonso Peña
2014 | ISBN: 1782167226 | PDF | 101 pages | 3 Mb
2014 | ISBN: 1782167226 | PDF | 101 pages | 3 Mb
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.