 |
|
|
Item Details
| Title:
|
MODELING DERIVATIVES IN C++
|
| By: |
Justin London |
| Format: |
Paperback |
| List price:
|
£80.00 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
0471654647 |
| ISBN 13: |
9780471654643 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
7 January, 2005 |
| Series: |
Wiley Finance Series |
| Pages: |
840 |
| Description: |
Modeling Derivatives in C++ focuses on the most important derivative models used in practice today, including pricing derivatives, options (standard and exotics including barrier, lookback, and Asian options), futures, interest rate derivatives (caps, swaptions, and bonds), as well as other derivatives including swaps and credit derivatives. |
| Synopsis: |
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object--oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull--White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real--world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++.Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
No Cheese, Please!
A fun picture book for children with food allergies - full of friendship and super-cute characters!Little Mo the mouse is having a birthday party.
|
My Brother Is a Superhero
Luke is massively annoyed about this, but when Zack is kidnapped by his arch-nemesis, Luke and his friends have only five days to find him and save the world...
|
|
|
|
|