Book123

    Free register and download UseNet downloader, then you can FREE Download from UseNet.

    Download without Limit " Economics/Finances Modeling Derivatives in C (Wiley Finance) " from UseNet for FREE!

More

Justin London, "Modeling Derivatives in C++ (Wiley Finance)"

This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.

Enjoy this great book! Brought to you by SMIRK

Buy Book at Lowest Price on Amazon

Also, check out my latest reuploads. Maybe you'll find something of your interest you might have missed:

1. Advanced Engineering Mathematics

2. Trend Trading: Timing Market Tides

3. Wiley Encyclopedia of Electrical and Electronics Engineering

Rating:
2.5 out of 5 by Book123