03935nam 2200709I 450 991046480140332120190122195155.01-315-36199-X1-315-36543-X1-4987-8554-91-58488-479-7(CKB)3460000000131480(EBL)1460730(SSID)ssj0001180629(PQKBManifestationID)11639727(PQKBTitleCode)TC0001180629(PQKBWorkID)11139091(PQKB)10169860(MiAaPQ)EBC4710773(MiAaPQ)EBC1460730(CaSebORM)9781439897959(PPN)249890666(Au-PeEL)EBL1460730(CaPaEBR)ebr11166454(CaONFJC)MIL960467(OCoLC)894369773(OCoLC)874011853(FlBoTFG)9781315365435(EXLCZ)99346000000013148020190122h20182013 uy 0engur||| |||||txtccrQuantitative Finance An Object-Oriented Approach in C++ /by Erik Schlogl1st editionBoca Raton, FL :Chapman and Hall/CRC,[2018].©2013.1 online resource (350 p.)Chapman and Hall/CRC Financial Mathematics SeriesDescription based upon print version of record.1-4398-9795-6 Includes bibliographical references.Front Cover; Dedication; Contents; Preface; Acknowledgements; 1. A brief review of the C++ programming language; 2. Basic building blocks; 3. Lattice models for option pricing; 4. The Black/ Scholes world; 5. Finite difference methods; 6. Implied volatility and volatility smiles; 7. Monte Carlo simulation; 8. The Heath/ Jarrow/ Morton model; A. Interfacing between C++ and Microsoft Excel; B. Automatic generation of documentation using Doxygen; ReferencesQuantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web ResourceThe author’s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.Chapman & Hall/CRC financial mathematics series.FinanceMathematical modelsInvestmentsMathematical modelsC++ (Computer program language)Electronic books.FinanceMathematical models.InvestmentsMathematical models.C++ (Computer program language)332.0285/5133Schlogl Erik915463FlBoTFGFlBoTFGBOOK9910464801403321Quantitative Finance2052160UNINA