Opening book details…
Can I read Advanced Quantitative Finance with C++ on EtoBox?
Advanced Quantitative Finance with C++ by Alonso Peña Ph.D. is a nonfiction available to read on EtoBox.
What is Advanced Quantitative Finance with C++ about?
**Create and implement mathematical models in C++ using Quantitative Finance** About This Book* Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives * The complex models are explained step-by-step along with a flow chart of every implementation * Illustrates each asset class with fully solved C++ examples, both basic and advanced, that support and complement the text Who This Book Is ForIf you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you. You should be familiar with the basic programming concepts and C++ programming language. You should also be acquainted with calculus of undergraduate level. What You Will Learn* Solve complex pricing problems in financial derivatives using a structured approach with the Bento Box template * Explore some key numerical methods including binomial trees, finite differences, and Monte Carlo simulation * Develop your understanding of equity, forex, interest rate, and credit derivatives through concrete examples * Implement s
Who reads Advanced Quantitative Finance with C++?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Alonso Peña Ph.D.
- Publisher
- Packt Publishing
- Published
- 2014
- Language
- EN
- Category
- nonfiction
More by Alonso Peña Ph.D.
Browse all works by Alonso Peña Ph.D.
Similar books
- Advanced Quantitative Finance with C++ : Create and Implement Mathematical Models in C++ Using Quantative Finance — Alonso Peña, Ph.D (2014)
- Computational Finance Using C and C# (Quantitative Finance) (Quantitative Finance) — George Levy (2008)
- Quantitative Finance For Dummies — Paul McCloud (2016)
- Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) — Andrea Roncoroni Gianluca Fusai (2008)
- Advance Quantitative Finance Withe C++ Create And Implement Mathematical Models In C++ Using Quantitative Finance — Alonso Pena,PH.D. (2014)
- Advanced Stats: with Python for Quantitative Finance — Van Der Post, Hayden (2024)