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Paperback Numerical Methods in Finance with C++ Book
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ISBN: 0521177162

ISBN13: 9780521177160

Numerical Methods in Finance with C++

(Part of the Mastering Mathematical Finance Series)

by , ,
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Format: Paperback

Condition: New

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Book Overview

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent...

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Business Business & Investing Economics

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