000 | 04576cam a2200841 a 4500 | ||
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001 | ocn804664841 | ||
003 | OCoLC | ||
005 | 20220711175843.0 | ||
006 | m o d | ||
007 | cr cnu---unuuu | ||
008 | 120806s2012 enk o 001 0 eng d | ||
040 |
_aEBLCP _beng _epn _cEBLCP _dN$T _dIDEBK _dOCLCQ _dOL$ _dOCLCQ _dOCLCF _dYDXCP _dDEBSZ _dOCLCQ _dLIP _dOCLCQ _dUUM _dOCLCQ _dAU@ _dUKAHL _dOCLCQ _dS8J _dYDX _dOCLCO _dOCLCQ _dOCLCA _dMM9 _dOCLCQ _dOCLCO |
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019 |
_a805511166 _a853661290 _a1173552862 |
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020 |
_a9781139525749 _q(electronic bk.) |
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020 |
_a1139525743 _q(electronic bk.) |
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020 |
_a9781139017404 _q(electronic book) |
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020 |
_a1139017403 _q(electronic book) |
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020 |
_a1107003717 _q(hard back) |
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020 |
_a9781107003712 _q(hard back) |
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020 | _z9781139528139 | ||
020 | _z1139528130 | ||
024 | 8 | _a9786613840868 | |
029 | 1 |
_aAU@ _b000055824240 |
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029 | 1 |
_aDEBSZ _b431185492 |
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029 | 1 |
_aNZ1 _b15953192 |
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035 |
_a(OCoLC)804664841 _z(OCoLC)805511166 _z(OCoLC)853661290 _z(OCoLC)1173552862 |
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037 |
_a384086 _bMIL |
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050 | 4 | _aHG106 | |
072 | 7 |
_aBUS _x027000 _2bisacsh |
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072 | 7 |
_aKFF _2bicssc |
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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. |
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300 | _a1 online resource | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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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 |
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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 |
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650 | 7 |
_aBUSINESS & ECONOMICS _xFinance. _2bisacsh _951787 |
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650 | 7 |
_aC++ (Computer program language) _2fast _0(OCoLC)fst00843286 _93234 |
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650 | 7 |
_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 |
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650 | 7 |
_aC++ _2gnd _9886295 |
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650 | 7 |
_aFinanzmathematik _2gnd _9886296 |
|
650 | 7 |
_aOptionspreistheorie _2gnd _9886297 |
|
650 | 7 |
_aSoftware _2gnd _9886298 |
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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 |
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