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Numerical Methods in Finance with C

Tomasz Zastawniak

Published by Cambridge University Press
ISBN 10: 0521177162 / ISBN 13: 9780521177160
New / Paperback / Quantity Available: 20
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Title: Numerical Methods in Finance with C

Publisher: Cambridge University Press

Binding: Paperback

Book Condition: New

Book Type: Paperback

Description:

Paperback. 175 pages. Dimensions: 8.9in. x 5.9in. x 0.5in.Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C design patterns as applied in finance. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9780521177160

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