Advanced Quantitative Finance with C++
Create and implement mathematical models in C++ using quantitative finance
| Price | $16.99 - $96.99
|
| Rating |   |
| Authors | Alonso Pena, Ph.D. |
| Publisher | Packt Publishing |
| Published | 2014 |
| Pages | 124 |
| Language | English |
| Format | Paper book / ebook (PDF) |
| ISBN-10 | 1782167226 |
| ISBN-13 | 9781782167228 |
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. In the first part of the book, the main mathematical models used in the world of financial derivatives are discussed. Next, the numerical methods used to solve the mathematical models are presented. Finally, both the mathematical models and the numerical methods are used to solve some concrete problems in equity, forex, interest rate, and credit derivatives.
The models used include the Black-Scholes and Garman-Kohlhagen models, the LIBOR market model, structural and intensity credit models. The numerical methods described are Monte Carlo simulation (for single and multiple assets), Binomial Trees, and Finite Difference Methods. You will find implementation of concrete problems including European Call, Equity Basket, Currency European Call, FX Barrier Option, Interest Rate Swap, Bankruptcy, and Credit Default Swap in C++.
- Alonso Pena
- Ph.D. (9 books)
4 5 13
Similar Books
Introduction to R for Quantitative Finance
by Gergely Daroczi, Michael Puhle, Edina Berlinger, Peter Csoka, Daniel Havran, Marton Michaletzky, Zsolt Tulassay, Kata Varadi, Agnes Vidovics-Dancs
Introduction to R for Quantitative Finance will show you how to solve real-world quantitative fi nance problems using the statistical computing language R. The book covers diverse topics ranging from time series analysis to fi nancial networks. Each chapter briefl y presents the theory behind specific concepts and deals with solving a div...
Price: $23.99 | Publisher: Packt Publishing | Release: 2013
Hands-On System Programming with C++
by Dr. Rian Quinn
C++ is a general-purpose programming language with a bias toward system programming as it provides ready access to hardware-level resources, efficient compilation, and a versatile approach to higher-level abstractions.This book will help you understand the benefits of system programming with C++17. You will gain a firm understanding of va...
Price: $49.99 | Publisher: Packt Publishing | Release: 2018
Software Architecture with C++
by Adrian Ostrowski, Piotr Gaczkowski
Software architecture refers to the high-level design of complex applications. It is evolving just like the languages we use. Modern C++ allows developers to write high-performance apps in a high-level language without sacrificing readability and maintainability. If you're working with modern C++, this practical guide will help you p...
Price: $38.84 | Publisher: Packt Publishing | Release: 2021
Advanced Metaprogramming in Classic C++, 3rd Edition
by Davide Di Gennaro
Advanced Metaprogramming in Classic C++: Third Edition, offers a detailed and somewhat intense look into template metaprogramming (TMP) using Classic C++ code examples. The two newer standards are not used in the code so that the examples can be rich, illustrate the point, and be run with confidence. The code can be readily adapted to inc...
Price: $46.74 | Publisher: Apress | Release: 2015
Mastering R for Quantitative Finance
by Edina Berlinger
R is the essential skill to master for anyone looking to make an impact in quantitative finance. The reigning king of serious statistical languages, R gives you the power to turn your raw data into lucrative analyses - and this book shows you how. Chapter by chapter, the concepts of quantitative finance are interwoven with real R model pr...
Price: $49.99 | Publisher: Packt Publishing | Release: 2015
Mastering Windows 8 C++ App Development
by Pavel Yosifovich
Windows 8 provides an unprecedented opportunity for developers to create applications for a new and exciting platform, for an entirely new market. Leveraging modern C++ and the new Windows Runtime, this book guides you through the many facets of WinRT whilst using modern C++ features for ultimate power and performance.Mastering Windows 8 ...
Price: $29.99 | Publisher: Packt Publishing | Release: 2013
Advanced Game Design with HTML5 and JavaScript
by Rex van der Spuy
How do you make a video game? Advanced Game Design with HTML5 and JavaScript is a down to earth education in how to make video games from scratch, using the powerful HTML5 and JavaScript technologies. This book is a point-by-point round up of all the essential techniques that every game designer needs to know.You'll discover how to c...
Price: $49.99 | Publisher: Apress | Release: 2015
by Max Humber
Deal with data, build up financial formulas in code from scratch, and evaluate and think about money in your day-to-day life. This book is about Python and personal finance and how you can effectively mix the two together.In Personal Finance with Python you will learn Python and finance at the same time by creating a profit calculator, a ...
Price: $22.85 | Publisher: Apress | Release: 2018