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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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Web Dynpro ABAP for Practitioners
Web Dynpro ABAP for Practitioners

Web Dynpro ABAP, a NetWeaver web application user interface tool of SAP enables web programming connected to SAP Systems. The main focus of the authors was to create a book based on practical experience. Each chapter includes examples which lead through the content step-by-step and enable the reader to gradually emerge in the topic of the Web...

3ds max 7 Bible
3ds max 7 Bible
If 3ds max 7 can do it, you can do it too ...

"Max" is a powerhouse of impressive features, and whether you're a seasoned pro or just starting out, you'll find version 7 exciting, challenging, and a lot of fun. This book is packed with everything you need to create professional-quality animations with Max. It covers every feature,...

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What Are Syndication Feeds
When you enter the world of syndicated content, you're often faced with the question of what is the "proper" way to do syndication. While syndication feeds have become a standard tool on the Web--you've seen their signposts: a little orange button labeled XML in white letters, or maybe buttons that say Atom, RSS 2.0, RSS 1.0, or even...

Recent Advances in Parallel Virtual Machine and Message Passing Interface
Recent Advances in Parallel Virtual Machine and Message Passing Interface
Thirteen years after the publication of the first MPI (message passing interface) specification and 17 years after the first published paper on PVM(parallel virtual machine), MPI and PVM have emerged as standard programming environments and continue to be the development environment of choice for a large variety of...
Python Descriptors: Understanding and Using the Descriptor Protocol
Python Descriptors: Understanding and Using the Descriptor Protocol
Create descriptors and see ideas and examples of how to use descriptors effectively. In this short book, you’ll explore descriptors in general, with a deep explanation of what descriptors are, how they work, and how they're used. Once you understand the simplicity of the descriptor protocol, the author delves into...
EPSS Revisited: A Lifecycle for Developing Performance-Centered Systems
EPSS Revisited: A Lifecycle for Developing Performance-Centered Systems

EPSS Revisited is a compendium of articles gathered primarily from four special issues of ISPI's Performance Improvement (PI) journal between July 1999 and December 2002. These were issues for which I served as guest editor during a period when I was refining a performance-centered design...

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