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[null,"1.","Record Nr.",null,"UNINA9910464801403321"]
[null,null,"Autore",null,"Schlogl Erik"]
[null,null,"Titolo",null,"Quantitative Finance : An Object-Oriented Approach in C++ / / by Erik Schlogl"]
[null,null,"Pubbl/distr/stampa",null,"Boca Raton, FL : , : Chapman and Hall/CRC, , [2018]"]
[{"$nulls":4},"©2013"]
[null,null,"ISBN",null,"1-315-36199-X"]
[{"$nulls":4},"1-315-36543-X"]
[{"$nulls":4},"1-4987-8554-9"]
[{"$nulls":4},"1-58488-479-7"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (350 p.)"]
[null,null,"Collana",null,"Chapman and Hall/CRC Financial Mathematics Series"]
[null,null,"Disciplina",null,"332.0285/5133"]
[null,null,"Soggetti",null,"Finance - Mathematical models"]
[{"$nulls":4},"Investments - Mathematical models"]
[{"$nulls":4},"C++ (Computer program language)"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Front Cover; Dedication; Contents; Preface; Acknowledgements; 1. A brief review of the C++ programming language; 2. Basic building blocks; 3. Lattice models for option pricing; 4. The Black/ Scholes world; 5. Finite difference methods; 6. Implied volatility and volatility smiles; 7. Monte Carlo simulation; 8. The Heath/ Jarrow/ Morton model; A. Interfacing between C++ and Microsoft Excel; B. Automatic generation of documentation using Doxygen; References"]
[null,null,null,"Sommario/riassunto","Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers "]
[{"$nulls":4},"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."]
[null,"2.","Record Nr.",null,"UNISALENTO991004345126207536"]
[null,null,"Autore",null,"Alighieri, Dante"]
[null,null,"Titolo",null,"Il canto XXVI del Paradiso / letto da Albino Zenatti nella sala di Dante in Orsanmichele"]
[null,null,"Pubbl/distr/stampa",null,"Firenze : Sansoni, stampa 1932"]
[null,null,"Descrizione fisica",null,"40 p. : ill. ; 24 cm"]
[null,null,"Collana",null,"Lectura Dantis"]
[null,null,"Disciplina",null,"851.1"]
[null,null,"Soggetti",null,"Alighieri, Dante . Divina Commedia. Paradiso. Canto XXVI"]
[{"$nulls":4},"Alighieri, Dante . Divina Commedia. Paradiso. Canto XXVI"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]