Fourier Transform Methods in Finance
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black
-Scholes setting and a need to evaluate prices consistently with the market... Modeling Derivatives in C++
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative...
Calculus for Computer Graphics
Students studying computer animation and computer games have to be familiar with geometry, matrices, vectors, rotation transforms, quaternions, curves and surfaces, and as computer graphics software becomes increasingly sophisticated, calculus is also being used to resolve its associated problems.
The author draws upon his...