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001 ocn804664841
003 OCoLC
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006 m o d
007 cr cnu---unuuu
008 120806s2012 enk o 001 0 eng d
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019 _a805511166
_a853661290
_a1173552862
020 _a9781139525749
_q(electronic bk.)
020 _a1139525743
_q(electronic bk.)
020 _a9781139017404
_q(electronic book)
020 _a1139017403
_q(electronic book)
020 _a1107003717
_q(hard back)
020 _a9781107003712
_q(hard back)
020 _z9781139528139
020 _z1139528130
024 8 _a9786613840868
029 1 _aAU@
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029 1 _aDEBSZ
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029 1 _aNZ1
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035 _a(OCoLC)804664841
_z(OCoLC)805511166
_z(OCoLC)853661290
_z(OCoLC)1173552862
037 _a384086
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050 4 _aHG106
072 7 _aBUS
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072 7 _aKFF
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082 0 4 _a332.02855133
_222
049 _aMAIN
100 1 _aCapiński, Marek,
_d1951-
_9865580
245 1 0 _aNumerical methods in finance with C++ /
_cMaciej J. Capiński, Tomasz Zastawniak.
260 _aCambridge :
_bCambridge University Press,
_c2012.
300 _a1 online resource
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aMastering mathematical finance.
500 _aIncludes index.
505 0 _aCover; Numerical Methods in Finance with C++; Mastering Mathematical Finance; Title; Copyright; Dedication; Contents; Preface; 1: Binomial pricer; 1.1 Program shell; 1.2 Entering data; 1.3 Functions; 1.4 Separate compilation; 1.5 CRR pricer; 1.6 Pointers; 1.7 Function pointers; 1.8 Taking stock; 2: Binomial pricer revisited; 2.1 Our first class; 2.2 Inheritance; 2.3 Virtual functions; 2.4 Summing up; 3: American options; 3.1 Multiple inheritance; 3.2 Virtual inheritance; 3.3 Class templates; 4: Non-linear solvers; 4.1 Implied volatility; 4.2 Bisection method; 4.3 Newton-Raphson method.
505 8 _a4.4 Function pointers4.5 Virtual functions; 4.6 Function templates; 4.7 Computing implied volatility; 4.8 Remarks on templates; 5: Monte Carlo methods; 5.1 Path-dependent options; 5.2 Valuation; 5.3 Pricing error; 5.4 Greek parameters; 5.5 Variance reduction; 5.6 Path-dependent basket options; 6: Finite difference methods; 6.1 Parabolic partial differential equations; 6.2 Explicit method; 6.3 Implicit schemes; 6.4 Changing coordinates; 6.5 American options; 6.6 Proofs; Index.
520 _aProvides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.
588 0 _aPrint version record.
590 _aeBooks on EBSCOhost
_bEBSCO eBook Subscription Academic Collection - Worldwide
650 0 _aFinance
_xMathematical models.
650 0 _aC++ (Computer program language)
_93234
650 6 _aFinances
_xModèles mathématiques.
_9865581
650 6 _aC++ (Langage de programmation)
_9886294
650 7 _aBUSINESS & ECONOMICS
_xFinance.
_2bisacsh
_951787
650 7 _aC++ (Computer program language)
_2fast
_0(OCoLC)fst00843286
_93234
650 7 _aFinance
_xMathematical models.
_2fast
_0(OCoLC)fst00924398
650 7 _aC++
_2gnd
_9886295
650 7 _aFinanzmathematik
_2gnd
_9886296
650 7 _aOptionspreistheorie
_2gnd
_9886297
650 7 _aSoftware
_2gnd
_9886298
655 4 _aElectronic books.
700 1 _aZastawniak, Tomasz,
_d1976-
_9886299
776 0 8 _iPrint version:
_aCapinski, Maciej J.
_tNumerical Methods in Finance with C++.
_dCambridge : Cambridge University Press, 2012
_z9781107003712
830 0 _aMastering mathematical finance.
_9540859
856 4 0 _uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466692
938 _aAskews and Holts Library Services
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938 _aAskews and Holts Library Services
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938 _aEBL - Ebook Library
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938 _aEBSCOhost
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938 _aProQuest MyiLibrary Digital eBook Collection
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938 _aYBP Library Services
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