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Quantitative Finance : An Object-Oriented Approach in C++ / / by Erik Schlogl
| Quantitative Finance : An Object-Oriented Approach in C++ / / by Erik Schlogl |
| Autore | Schlogl Erik |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, , [2018] |
| Descrizione fisica | 1 online resource (350 p.) |
| Disciplina | 332.0285/5133 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models C++ (Computer program language) |
| ISBN |
1-315-35985-5
1-315-36199-X 1-315-36543-X 1-4987-8554-9 1-58488-479-7 |
| Classificazione | MAT000000MAT029000BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910789463203321 |
Schlogl Erik
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative Finance : An Object-Oriented Approach in C++ / / by Erik Schlogl
| Quantitative Finance : An Object-Oriented Approach in C++ / / by Erik Schlogl |
| Autore | Schlogl Erik |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, , [2018] |
| Descrizione fisica | 1 online resource (350 p.) |
| Disciplina | 332.0285/5133 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models C++ (Computer program language) |
| ISBN |
1-315-35985-5
1-315-36199-X 1-315-36543-X 1-4987-8554-9 1-58488-479-7 |
| Classificazione | MAT000000MAT029000BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910821695803321 |
|
Schlogl Erik
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||