Titlebook: Options and Derivatives Programming in C++; Algorithms and Progr CARLOS OLIVEIRA Book 20161st edition Carlos Oliveira 2016 Quantitative Fin

Hypothesis

書目名稱Options and Derivatives Programming in C++影響因子(影響力)




書目名稱Options and Derivatives Programming in C++影響因子(影響力)學(xué)科排名




書目名稱Options and Derivatives Programming in C++網(wǎng)絡(luò)公開度




書目名稱Options and Derivatives Programming in C++網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Options and Derivatives Programming in C++被引頻次




書目名稱Options and Derivatives Programming in C++被引頻次學(xué)科排名




書目名稱Options and Derivatives Programming in C++年度引用




書目名稱Options and Derivatives Programming in C++年度引用學(xué)科排名




書目名稱Options and Derivatives Programming in C++讀者反饋




書目名稱Options and Derivatives Programming in C++讀者反饋學(xué)科排名

斜

on models and pricing algorithms.Learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques usi

勤勞

Book 20161st editionncial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using

梯田

Options Concepts,he need for increased volume and liquidity, has caused financial institutions to adopt computational techniques in their day-to-day operations. This means that there are many opportunities for computer scientists specializing in the design and development of automated strategies for trading and anal

平庸的人或物

Financial Derivatives,ized type of derivatives that give the right to buy or sell the underlying asset at a particular price. Unlike options, however, general derivatives include a large number of non-standard features that allow them to be created even for illiquid assets such as corporate credit risk or real estate mor

admission

滑稽

Rankle

Rheumatologist

Linear Algebra Algorithms,vatives. These techniques are used for example to calculate the value of large portfolios, or to quickly price derivative instruments. This chapter contains an overview of LA algorithms and their implementation in C++.

Concrete

Algorithms for Numerical Analysis,ecause of the nature of options pricing, which is based on the Black-Scholes pricing model. Many of the techniques that involve options pricing require the efficient solution of equations and other mathematical formulations.