LEADER 03935nam 2200709I 450 001 9910464801403321 005 20190122195155.0 010 $a1-315-36199-X 010 $a1-315-36543-X 010 $a1-4987-8554-9 010 $a1-58488-479-7 035 $a(CKB)3460000000131480 035 $a(EBL)1460730 035 $a(SSID)ssj0001180629 035 $a(PQKBManifestationID)11639727 035 $a(PQKBTitleCode)TC0001180629 035 $a(PQKBWorkID)11139091 035 $a(PQKB)10169860 035 $a(MiAaPQ)EBC4710773 035 $a(MiAaPQ)EBC1460730 035 $a(CaSebORM)9781439897959 035 $a(PPN)249890666 035 $a(Au-PeEL)EBL1460730 035 $a(CaPaEBR)ebr11166454 035 $a(CaONFJC)MIL960467 035 $a(OCoLC)894369773 035 $a(OCoLC)874011853 035 $a(FlBoTFG)9781315365435 035 $a(EXLCZ)993460000000131480 100 $a20190122h20182013 uy 0 101 0 $aeng 135 $aur||| ||||| 181 $ctxt 182 $cc 183 $acr 200 10$aQuantitative Finance $eAn Object-Oriented Approach in C++ /$fby Erik Schlogl 205 $a1st edition 210 1$aBoca Raton, FL :$cChapman and Hall/CRC,$d[2018]. 210 4$dİ2013. 215 $a1 online resource (350 p.) 225 1 $aChapman and Hall/CRC Financial Mathematics Series 300 $aDescription based upon print version of record. 311 $a1-4398-9795-6 320 $aIncludes bibliographical references. 327 $aFront 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; References 330 3 $aQuantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web ResourceThe author?s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity. 410 0$aChapman & Hall/CRC financial mathematics series. 606 $aFinance$xMathematical models 606 $aInvestments$xMathematical models 606 $aC++ (Computer program language) 608 $aElectronic books. 615 0$aFinance$xMathematical models. 615 0$aInvestments$xMathematical models. 615 0$aC++ (Computer program language) 676 $a332.0285/5133 700 $aSchlogl$b Erik$0915463 801 0$bFlBoTFG 801 1$bFlBoTFG 906 $aBOOK 912 $a9910464801403321 996 $aQuantitative Finance$92052160 997 $aUNINA