Maciej J. Capinski
Numerical Methods in Finance with C++
- ISBN 13:
- 9780521177160
- author:
- Maciej J. Capinski
- format:
- Paperback
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 2012
- Pages:
- 175
- Dimensions:
- 5.90 (w) x 8.90 (h) x 0.40 (d)
- Genre:
- Economic Statistics
- Condition:
- New
- Availability:
- Item usually sent within 5 working days
Description
Numerical Methods in Finance with C++ by Marek Capiński, Maciej J. Capiński, and Tomasz Zastawniak is a comprehensive guide to numerical techniques and programming skills for aspiring quant developers. The authors start from the basics, introducing straightforward option pricing on binomial trees before progressing to more advanced topics such as nonlinear solvers, Monte Carlo techniques, and finite difference methods. This book provides readers with the confidence to tackle complex problems in finance using C++. With solutions to all exercises and C++ code available online, this book is an ideal preparation for work as an entry-level quant programmer.
Related Products
Related Products
A Student's Guide to Numerical Methods
Ian H. Hutchinson
£31.94
A Student's Guide to Numerical Methods by Ian H. Hutchinson provides a clear and concise introduction to numerical methods for students in physics and engineering. This accessible textbook focuses on...
Numerical Methods for Scientists and Engineers
Hamming, Richard W.
£30.92
Numerical Methods for Scientists and Engineers by Richard W. Hamming and Richard Wesley Hamming is a comprehensive textbook that explores the fundamental principles of numerical analysis. The book...
ISE Numerical Methods for Engineers
Chapra, Steven
£65.12
Numerical Methods for Engineers by Steven C. Chapra and Raymond P. Canale is a comprehensive guide to standard numerical methods used in engineering problem solving. The eighth edition retains the...
Quantitative Methods for ESG Finance
Shmatov, C
£31.51
Quantitative Methods for ESG Finance by Cyril Shmatov and Cino Robin Castelli provides an in-depth introduction to the quantitative basis of ESG finance from a risk analyst's perspective. The authors...
MEI Further Maths: Numerical Methods
Lissaman, Richard
£27.34
Develop your understanding of mathematical concepts and their applications with this updated edition from our popular series. By using real-world contexts to build connections between topics, you'll...