Title: Numerical Methods in Finance with C++ (Mastering Mathematical Finance)
Publisher: Cambridge University Press
Publication Date: 2012
Language: English
ISBN 10: 1107003717
ISBN 13: 9781107003712
Binding: Hardcover
Condition: New

About this title

Synopsis

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.

About the Authors

Maciej J. Capiński is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, computer assisted proofs in dynamical systems and celestial mechanics. He has authored eight research publications and supervised over thirty MSc dissertations, mostly in mathematical finance.

Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about fifty research publications and four books. He has supervised four PhD dissertations and around eighty MSc dissertations in mathematical finance.

"About this title" may belong to another edition of this title.

Store Description

Quality books, speedy shipping, and great customer service! Please note that used items may not include access codes or cards, CD's or other accessories, regardless of what is stated in item title. If you need to guarantee that these items are included, please purchase a brand new copy.

Visit Seller's Storefront

Seller's business information

J2B Holdings, LLC
13770 NOEL RD, #803600, Dallas, TX, 75240, U.S.A.

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the AbeBooks web
sites. Please note that used items may not include access codes or cards, CD's
or other accessories, regardless of what is stated in item title. If you need to
guarantee that these items are included, please purchase a brand new copy.

All requests for refunds and/or returns will be processed in accordance with
AbeBooks policies. If you're dissatisfied with your purchase (Incorrect Book/Not
as Described/Damaged) or if ...

More Information

Shipping Terms

Books ordered via expedited shipping should arrive between 2 and 7 business days after shipment confirmation. Books ordered via standard shipping should arrive between 4 and 14 business days after shipment confirmation.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	4 to 10 business days	3 to 6 business days
First item	US$ 3.99	US$ 6.99

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.