Numerical Methods in Finance with C++

Maciej J. Capinski

ISBN 10: 0521177162 / ISBN 13: 9780521177160

Editore: Cambridge University Press, 2012

Riguardo questo articolo

2012. 1st Edition. Paperback. Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. Series: Mastering Mathematical Finance. Num Pages: 175 pages, 15 b/w illus. 45 exercises. BIC Classification: KFF; UMX. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 174 x 11. Weight in Grams: 290. Series: Mastering Mathematical Finance. 175 pages, 15 b/w illus. 45 exercises. Provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required. Cateogry: (P) Professional & Vocational; (U) Tertiary Education (US: College). BIC Classification: KFF; UMX. Dimension: 228 x 174 x 11. Weight: 302. . . . . .

Codice articolo V9780521177160

Dati bibliografici

• Titolo: Numerical Methods in Finance with C++
• Editore: Cambridge University Press
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 0521177162
• ISBN 13: 9780521177160
• Rilegatura: Brossura
• Edizione: prima edizione
• Condizione: New

Descrizione articolo

Riassunto

This book focuses on solving and implementing the increasingly complex numerical problems that arise in finance. Readers will learn the numerical techniques and programming skills necessary for any aspiring quant developer. No programming background is required, making the book thoroughly suitable for beginners.

Informazioni sugli autori

Maciej J. Capiński 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.

Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about fifty research publications and four books. He has supervised four PhD dissertations and around eighty MSc dissertations in mathematical finance.