Modeling Derivatives in C++ (Wiley Finance)

Modeling Derivatives in C++ (Wiley Finance)
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Modeling Derivatives in C++ (Wiley Finance) Description

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This book is the definitive and most comprehensive modeling derivatives in C + + right now. To give readers not just theory and mathematics behind the models, and simple concepts of monetary engineering, but also actual robust object-oriented C + + code, it is a practical introduction to models largest derivatives utilised in practice nowadays, such as equity (regular and exotics, which includes barriers, looking back, and Asia) and bonds (bonds, caps, swaptions, swaps, credit) derivatives. The book provides total C + + implementations for many of the most critical derivatives and interest rate models utilised for pricing on Wall Street which includes Hull-White, BDT, CIR, HJM, Libor Market Model and. London shows practical and powerful achievements of these models in real situations and discuss the mathematical models and the derivation of a detailed, but accessible illustrated by several examples with numerical information and Modeling Derivatives in C++ (Wiley Finance)

\n\nModeling Derivatives in C++ (Wiley Finance) Ebook

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