Maciej. J Capinski

Numerical Methods in Finance with C++

• Gebundenes Buch

Produktbeschreibung

This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 178
• Erscheinungstermin: 2. August 2012
• Englisch
• Abmessung: 235mm x 157mm x 14mm
• Gewicht: 417g
• ISBN-13: 9781107003712
• ISBN-10: 1107003717
• Artikelnr.: 36124736

Autorenporträt

Maciej J. Capi¿ski is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, computer assisted proofs in dynamical systems and celestial mechanics. He has authored eight research publications and supervised over thirty MSc dissertations, mostly in mathematical finance.

Inhaltsangabe

Preface
1. Binomial pricer
2. Binomial pricer revisited
3. American options
4. Nonlinear solvers
5. Monte Carlo methods
6. Finite difference methods
Index.