Modeling Derivatives in C++ - ISBN:0471654647

Modeling Derivatives in C++

Date: 15 April 2011, 14:41

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

Download without Limit " Modeling Derivatives in C++ " from UseNet for FREE!

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.

Download Links:

Download Link (High Speed Download)

Download Link 1 (http://depositfiles.com/...9vlzxu351)

Download Link 2 (http://uploading.com/...0471)

DISCLAIMER:

This site does not store Modeling Derivatives in C++ on its server. We only index and link to Modeling Derivatives in C++ provided by other sites. Please contact the content providers to delete Modeling Derivatives in C++ if any and email us, we'll remove relevant links or contents immediately.