Options and Derivatives Programming in C++ : Algorithms and Programming Techniques for the Financial Industry /
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| Autor Corporativo: | |
| Formato: | eBook |
| Lenguaje: | English |
| Publicado: |
Berkeley, CA :
Apress : Imprint: Apress,
2016.
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| Edición: | 1st ed. 2016. |
| Materias: |
Tabla de Contenidos:
- Chapter 1: Options Concepts
- Chapter 2: Financial Derivatives
- Chapter 3: Basic Algorithms
- Chapter 4: Object-Oriented Techniques
- Chapter 5: Design Patterns for Options Processing
- Chapter 6: Template-Based Techniques
- Chapter 7: STL for Derivatives Programming
- Chapter 8: Functional Programming Techniques
- Chapter 9: Linear Algebra Algorithms
- Chapter 10: Algorithms for Numerical Analysis
- Chapter 11: Models Based on Differential Equations
- Chapter 12: Basic Models for Option Pricing
- Chapter 13: Monte-Carlo Methods
- Chapter 14: Using C++ Libraries for Finance.-Chapter 15: Credit Derivatives.