Titlebook: Options and Derivatives Programming in C++20; Algorithms and Progr Carlos Oliveira Book 20202nd edition Carlos Oliveira 2020 C++20.C++.Opti

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Carlos OliveiraThe first book on C++ problems in options, derivatives trading, updated for C++20.Presents design patterns for quantitative analysis.Shows how to build valuation models and pricing algorithms

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Financial Derivatives,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 nonstandard features that allow them to be created even for illiquid assets such as corporate credit risk or real estate mortgages.

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Aqueous-Humor

Linear Algebra Algorithms,l derivatives. 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++.

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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 differential equations and other mathematical formulations.

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Basic Models for Options Pricing, option contract, such as its expiration date, current volatility, and prevailing interest rates. Pricing options requires the use of efficient algorithms, because of frequent changes in prices and market volatility. For this reason, a number of models have been employed for this task in the area of quantitative finance.

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