Tags
Language
Tags
March 2024
Su Mo Tu We Th Fr Sa
25 26 27 28 29 1 2
3 4 5 6 7 8 9
10 11 12 13 14 15 16
17 18 19 20 21 22 23
24 25 26 27 28 29 30
31 1 2 3 4 5 6

Justin London, «Modeling Derivatives in C++»

Posted By: Alexpal
Justin London, «Modeling Derivatives in C++»

Justin London, «Modeling Derivatives in C++»
Wiley | ISBN 0471654647 | 2004 Year | PDF | 4,76 Mb | 768 Pages


This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.

Password: www.AvaxHome.ru







Бонус | Bonus
My other uploaded eBooks (1900+) - links and descriptions
Другие книги, закаченные мной (более 1900) - ссылки и библиографические данные

New! version 6 (May 03 2006) [1,1 Mb] | Format: txt

Download eBooks list from Mytempdir
Download eBooks list from Rapidshare


If you need a book from the li...рабочих ссылках в моих постах.