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Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance / / Alonso Peña ; cover image by Ravi Kumar
| Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance / / Alonso Peña ; cover image by Ravi Kumar |
| Autore | Peña Alonso |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, [England] : , : Packt Publishing, , 2014 |
| Descrizione fisica | 1 online resource (124 p.) |
| Disciplina | 332.015195 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Finance - Mathematical models
C++ (Computer program language) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78216-723-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Author; Acknowledgments; About the Reviewer; www.PacktPub.com; Table of Contents; Preface; Chapter 1: What is Quantitative Finance?; Discipline 1 - finance (financial derivatives); Discipline 2 - mathematics; Discipline 3 - informatics (C++ programming); The Bento Box template; Summary; Chapter 2: Mathematical Models; Equity; Foreign exchange; Interest rates; Short rate models; Market models; Credit; Structural models; Intensity models; Summary; Chapter 3: Numerical Methods; The Monte Carlo simulation method; Algorithm of MC method; Example of MC method
Binomial Trees methodAlgorithm of the BT method; Example of the BT method; The Finite Difference method; Algorithm of FDM; Example of FD method; Summary; Chapter 4: Equity Derivatives in C++; Basic example - European Call; Advanced example - equity basket; Summary; Chapter 5: Foreign Exchange Derivatives with C++; Basic example - European FX Call (FX1); Advanced example - FX barrier option (FX2); Summary; Chapter 6: Interest Rate Derivatives with C++; Basic example - plain vanilla IRS (IR1); Advanced example - IRS with Cap (IR2); Summary; Chapter 7: Credit Derivatives with C++ Basic example - bankruptcy (CR1)Advanced example - CDS (CR2); Summary; Appendix A: C++ Numerical Libraries for Option Pricing; Numerical recipes; Financial numerical recipes; The QuantLib project; The Boost library; The GSL library; Appendix B: References; Index |
| Record Nr. | UNINA-9910464624203321 |
Peña Alonso
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| Birmingham, [England] : , : Packt Publishing, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Algorithms and Models for the Web-Graph : 7th International Workshop, WAW 2010, Stanford, CA, USA, December 13-14, 2010, Proceedings / / edited by Ravi Kumar, D Sivakumar
| Algorithms and Models for the Web-Graph : 7th International Workshop, WAW 2010, Stanford, CA, USA, December 13-14, 2010, Proceedings / / edited by Ravi Kumar, D Sivakumar |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (VIII, 163 p. 30 illus., 16 illus. in color.) |
| Disciplina | 006.3 |
| Collana | Theoretical Computer Science and General Issues |
| Soggetto topico |
Artificial intelligence
Application software Information storage and retrieval systems Algorithms Database management Data mining Artificial Intelligence Computer and Information Systems Applications Information Storage and Retrieval Database Management Data Mining and Knowledge Discovery |
| ISBN |
1-283-47752-1
9786613477521 3-642-18009-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910483155903321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Algorithms and Models for the Web-Graph : 7th International Workshop, WAW 2010, Stanford, CA, USA, December 13-14, 2010, Proceedings / / edited by Ravi Kumar, D Sivakumar
| Algorithms and Models for the Web-Graph : 7th International Workshop, WAW 2010, Stanford, CA, USA, December 13-14, 2010, Proceedings / / edited by Ravi Kumar, D Sivakumar |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (VIII, 163 p. 30 illus., 16 illus. in color.) |
| Disciplina | 006.3 |
| Collana | Theoretical Computer Science and General Issues |
| Soggetto topico |
Artificial intelligence
Application software Information storage and retrieval systems Algorithms Database management Data mining Artificial Intelligence Computer and Information Systems Applications Information Storage and Retrieval Database Management Data Mining and Knowledge Discovery |
| ISBN |
1-283-47752-1
9786613477521 3-642-18009-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466050103316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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ICDM 2014 : 14th IEEE International Conference on Data Mining : proceedings : 14-17 December 2014, Shenzhen, China / / editors, Ravi Kumar [and four others] ; sponsored by IEEE Computer Society
| ICDM 2014 : 14th IEEE International Conference on Data Mining : proceedings : 14-17 December 2014, Shenzhen, China / / editors, Ravi Kumar [and four others] ; sponsored by IEEE Computer Society |
| Pubbl/distr/stampa | Los Alamitos, California : , : IEEE Computer Society, , 2014 |
| Descrizione fisica | 1 online resource (139 pages) |
| Disciplina | 006.3 |
| Soggetto topico | Data mining |
| ISBN | 1-4799-4302-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910140005203321 |
| Los Alamitos, California : , : IEEE Computer Society, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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ICDM 2014 : 14th IEEE International Conference on Data Mining : proceedings : 14-17 December 2014, Shenzhen, China / / editors, Ravi Kumar [and four others] ; sponsored by IEEE Computer Society
| ICDM 2014 : 14th IEEE International Conference on Data Mining : proceedings : 14-17 December 2014, Shenzhen, China / / editors, Ravi Kumar [and four others] ; sponsored by IEEE Computer Society |
| Pubbl/distr/stampa | Los Alamitos, California : , : IEEE Computer Society, , 2014 |
| Descrizione fisica | 1 online resource (139 pages) |
| Disciplina | 006.3 |
| Soggetto topico | Data mining |
| ISBN | 1-4799-4302-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996279995703316 |
| Los Alamitos, California : , : IEEE Computer Society, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Proceedings of the 2008 ACM Workshop on Search in Social Media
| Proceedings of the 2008 ACM Workshop on Search in Social Media |
| Autore | Soboroff Ian |
| Pubbl/distr/stampa | [Place of publication not identified], : ACM, 2008 |
| Descrizione fisica | 1 online resource (100 pages) |
| Collana | ACM Conferences |
| Soggetto topico |
Sociology & Social History
Social Sciences Social Change |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Proceedings of the 2008 Association for Computing Machinery Workshop on Search in Social Media
SSM '08 |
| Record Nr. | UNINA-9910376173403321 |
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Soboroff Ian
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| [Place of publication not identified], : ACM, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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