Modeling derivatives in C++
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 int...
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| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
New York
J. Wiley
2005
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
| LEADER | 01391nam a2200217Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_214578 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 082 | |a 332.6457 | ||
| 082 | |b L847 | ||
| 100 | |a London, Justin | ||
| 245 | 0 | |a Modeling derivatives in C++ | |
| 245 | 0 | |c Justin London | |
| 260 | |a New York | ||
| 260 | |b J. Wiley | ||
| 260 | |c 2005 | ||
| 520 | |a 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 | ||
| 650 | |a Derivative securities,C++ (Computer program language),Chứng khoán phái sinh,Ngôn ngữ lập trình C++ | ||
| 650 | |x Data processing,Xử lý dữ liệu | ||
| 904 | |i Qhieu | ||
| 910 | |a Nguyên | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||