Advanced Quantitative Finance with C++

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Название: Advanced Quantitative Finance with C++

автор: Alonso Peña

Издательство: Packt Publishing

Год выпуска: 2014

ISBN: 978-1782167228

Формат: PDF

Размер: 18 MB

Количество страниц:

Язык: Английский

Описание: This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed. In the first part of the book, the main mathematical models used in the world of financial derivatives are discussed. Next, the numerical methods used to solve the mathematical models are presented. Finally, both the mathematical models and the numerical methods are used to solve some concrete problems in equity, forex, interest rate, and credit derivatives.

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