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

M. J. Capiski, Tomasz Zastawniak




[PDF.dx41] Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

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 | #569603 in eBooks |  2012-08-31 |  2012-11-19 | File type: PDF

||13 of 14 people found the following review helpful.| Focus on this book is mediocre|By E. Lau|As a disclosure before starting my review, I have worked with C++ in the area for years. While I had expected this book to cover more on financial mathematics, I am not giving this book 3 stars for any of that since it was mentioned in the Preface that it's a focus on connecting financial mathematics with C++. However, since the enti| |"This book leads the reader directly into the heart of C++ programming technique without too much fuss. And in so doing, the reader also learns some very important and fundamental methods in options pricing. I highly recommend this little gem of a book."

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 ...

You can specify the type of files you want, for your device.Numerical Methods in Finance with C++ (Mastering Mathematical Finance)   |  M. J. Capiski, Tomasz Zastawniak. Which are the reasons I like to read books. Great story by a great author.

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