Home | Amazing | Today | Tags | Publishers | Years | Account | Search 
Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Buy

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.

(HTML tags aren't allowed.)

Foundations of Statistical Algorithms: With References to R Packages (Chapman & Hall/CRC Computer Science and Data Analysis)
Foundations of Statistical Algorithms: With References to R Packages (Chapman & Hall/CRC Computer Science and Data Analysis)

A new and refreshingly different approach to presenting the foundations of statistical algorithms, Foundations of Statistical Algorithms: With References to R Packages reviews the historical development of basic algorithms to illuminate the evolution of today’s more powerful statistical...

Introduction to Statistics Through Resampling Methods and R
Introduction to Statistics Through Resampling Methods and R
A highly accessible alternative approach to basic statistics Praise for the First Edition:  "Certainly one of the most impressive little paperback 200-page introductory statistics books that I will ever see . . . it would make a good nightstand book for every statistician."?Technometrics 

Written in a
...
Applied Econometrics with R (Use R!)
Applied Econometrics with R (Use R!)

Here is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of models, from classical linear regression models for cross-section to recent semiparametric extensions.

R is a language and environment for data analysis and
...

Probability and Algorithms
Probability and Algorithms

Some of the hardest computational problems have been successfully attacked through the use of probabilistic algorithms, which have an element of randomness to them. Concepts from the field of probability are also increasingly useful in analyzing the performance of algorithms, broadening our understanding beyond that provided by the...

Applied Statistics: Theory and Problem Solutions with R
Applied Statistics: Theory and Problem Solutions with R

Instructs readers on how to use methods of statistics and experimental design with R software 

Applied statistics covers both the theory and the application of modern statistical and mathematical modelling techniques to applied problems in industry, public services, commerce, and research. It proceeds...

Networking Fundamentals
Networking Fundamentals

A clear and concise resource on Windows networking, perfect for IT beginners

Did you know that nearly 85% of IT support roles require a good understanding of networking concepts? If you are looking to advance your IT career, you will need a foundational understanding of Windows networking. Network...

©2019 LearnIT (support@pdfchm.net) - Privacy Policy