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Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

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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.

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The C++ Programming Language (hardcover) (4th Edition)
The C++ Programming Language (hardcover) (4th Edition)

The new C++11 standard allows programmers to express ideas more clearly, simply, and directly, and to write faster, more efficient code. Bjarne Stroustrup, the designer and original implementer of C++, has reorganized, extended, and completely rewritten his definitive reference and tutorial for programmers who want to use...

Mastering MATLAB
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Mastering MATLAB covers the essential aspects of MATLAB presented in an easy- to-follow "learn while doing" tutorial format. It is appropriate for undergraduate and graduate courses in MATLAB, as a reference in courses where MATLAB is used,  or as a self-study reference.
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Your all-inclusive guide to Windows 10 Anniversary Edition

Windows 10 Bible, Anniversary Update presents the ultimate reference for enterprise and professional Windows 10 Anniversary Update users. From setup and settings to networking and the daily workflow, this book provides expert guidance on all aspects of the OS....


System Parameter Identification: Information Criteria and Algorithms (Elsevier Insights)
System Parameter Identification: Information Criteria and Algorithms (Elsevier Insights)

Recently, criterion functions based on information theoretic measures (entropy, mutual information, information divergence) have attracted attention and become an emerging area of study in signal processing and system identification domain. This book presents a systematic framework for system identification and information processing,...

JavaScript Programming: Pushing the Limits
JavaScript Programming: Pushing the Limits

Take your JavaScript knowledge as far as it can go

JavaScript has grown up, and it's a hot topic. Newer and fasterJavaScript VMs and frameworks built upon them have increased thepopularity of JavaScript for server-side web applications, and richJS applications are being developed for mobile devices. This bookdelivers a...

C++ Without Fear: A Beginner's Guide That Makes You Feel Smart
C++ Without Fear: A Beginner's Guide That Makes You Feel Smart

If you’ve always wanted to learn how to program a computer, or to learn the widely used C++ programming language in particular, C++ Without Fear, Second Edition, offers...

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