CART

(0) items

Quantitative Finance : Object Oriented Applications in C++,9781584884798
This item qualifies for
FREE SHIPPING!

FREE SHIPPING OVER $59!

Your order must be $59 or more, you must select US Postal Service Shipping as your shipping preference, and the "Group my items into as few shipments as possible" option when you place your order.

Bulk sales, PO's, Marketplace Items, eBooks, Apparel, and DVDs not included.

Quantitative Finance : Object Oriented Applications in C++

by ;
Edition:
1st
ISBN13:

9781584884798

ISBN10:
1584884797
Format:
Hardcover
Pub. Date:
11/19/2013
Publisher(s):
Chapman & Hall/
List Price: $79.95

Rent Textbook

(Recommended)
 
Term
Due
Price
$55.97

Buy New Textbook

Usually Ships in 3-5 Business Days
$77.95

Used Textbook

We're Sorry
Sold Out

eTextbook

We're Sorry
Not Available

More New and Used
from Private Sellers
Starting at $84.41

Questions About This Book?

Why should I rent this book?
Renting is easy, fast, and cheap! Renting from eCampus.com can save you hundreds of dollars compared to the cost of new or used books each semester. At the end of the semester, simply ship the book back to us with a free UPS shipping label! No need to worry about selling it back.
How do rental returns work?
Returning books is as easy as possible. As your rental due date approaches, we will email you several courtesy reminders. When you are ready to return, you can print a free UPS shipping label from our website at any time. Then, just return the book to your UPS driver or any staffed UPS location. You can even use the same box we shipped it in!
What version or edition is this?
This is the 1st edition with a publication date of 11/19/2013.
What is included with this book?
  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
  • The Rental copy of this book is not guaranteed to include any supplemental materials. You may receive a brand new copy, but typically, only the book itself.

Summary

Both a textbook for students as well as a reference guide for professionals, Quantitative Finance: An Object-Oriented Approach in C++ builds a foundation in the key methods and models of quantitative finance from the perspective of their implementation in C++. It introduces computational finance in a pragmatic manner, focusing on practical implementation. The author takes an object-oriented approach that starts from simple building blocks for assembling more complex and powerful models. The author expresses models and algorithms of the industry-standard C++ language and includes working C++ source code on a CD-ROM that accompanies the book.

Table of Contents

A Brief Review of the C++ Programming Language
Basic Building Blocks
Portfolio Optimization and Asset Pricing
Lattice Models
The Black/Scholes World
Finite Difference Methods for Partial Differential Equations
Implied Volatility and Implied Distributions
Monte Carlo Simulation
The Heath/Jarrow/Morton Model
The Lognormal Forward Rate "Market Models"
Case Studies of the Object-Oriented Approach
Table of Contents provided by Publisher. All Rights Reserved.


Please wait while the item is added to your cart...