Mathematics, Finance and Risk – serie
Visar alla böcker i serien Mathematics, Finance and Risk. Handla med fri frakt och snabb leverans.
3 produkter
The Concepts and Practice of Mathematical Finance
Inbunden, 2008
1221 kr
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An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. …
C++ Design Patterns and Derivatives Pricing
Av M. S. Joshi
Häftad, 2008
1074 kr
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Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in depth using examples from financial mathematics. Assuming only a basic knowledge of C++ and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via …
Synthetic CDOs
Modelling, Valuation and Risk Management
Inbunden, 2008
1224 kr
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Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). This book describes the state-of-the-art in quantitative and computational modelling of CDOs. Beginning with an overview of the structured finance landscape, …
