Modeling Derivatives in C (Wiley Finance)

Description for Modeling Derivatives in C Wiley Finance

Justin London, "Modeling Derivatives in C++ (Wiley Finance)"
Wiley | 2004-09-17 | ISBN: 0471654647 | 768 pages | PDF | 4,4 MB
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.

Enjoy this great book! Brought to you by SMIRK

Uploading


QubeCash


My AH blog!


mirror


!!! !!!


Also, check out my latest reuploads. Maybe you'll find something of your interest you might have missed:

1. Advanced Engineering Mathematics
2. Trend Trading: Timing Market Tides
3. Wiley Encyclopedia of Electrical and Electronics Engineering

Modeling Derivatives in C Wiley Finance.full.rar

Modeling Derivatives in C Wiley Finance [TRUSTED HIGH SPEED DOWNLOAD]

Search

1. Rapidshare video-audio list page : 953
2. Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
3. Modeling Derivatives in C
4. Operational Risk - Wiley Finance
5. Financial Risk Manager Handbook (Wiley Finance) 5th Ed.
6. Handbook of Hedge Funds (The Wiley Finance Series)
7. Private Equity: History, Governance, and Operations (Wiley Finance)
8. Financial Risk Manager Handbook, Third Edition (Wiley Finance)
9. Mastering Financial Accounting Essentials: The Critical Nuts and Bolts (Wiley Finance)
10. Active Alpha: A Portfolio Approach to Selecting and Managing Alternative Investments (Wiley Finance)
11. Swiss Annuities and Life Insurance: Secure Returns, Asset Protection, and Privacy (Wiley Finance)
12. Structured Finance Modeling with Object-Oriented VBA
13. A Fast Track To Structured Finance Modeling, Monitoring and Valuation: Jump Start VBA
14. The Simple Rules of Risk: Revisiting the Art of Financial Risk Management (The Wiley Finance Series): Erik Banks
15. Credit Derivatives Handbook, Vol. 2: A Guide to the Exotics Credit Derivatives Market
16. Javier Estrada - Finance in a Nutshell: A no-nonsense companion to the tools and techniques of finance