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...
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...
The World WideWeb is continually becoming more complex in sophistication. To get attention and be credible, your site has to have professional-quality graphics. It needs to be usable and give your visitors an interactive and compelling experience. For professional graphic designers and Web site architects, it’s a golden age, because...
Optimization is an extremely important area in science and technology which provides
powerful and useful tools and techniques for the formulation and solution of
a multitude of problems in which we wish, or need, to find a best possible option
or solution. It has been an important area of research for more than half a century,...
This is the most affordable printed OpenStax book available. As an OpenStax Partner we print all OpenStax textbooks with a unique soft cover and B&W interior pages. The textbook s content is exactly the same as the OpenStax book (Digital ISBN-13: 978-1-947172-16-6 and Hardcover Print ISBN-13: 978-1-938168-07-9). This textbook is available...
Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is intended as an accessible introduction to the technical literature. The sequence of chapters starts with a description of Brownian motion, the random process which serves as the basic driver...
Reinventing the wheel is a terrible waste of time, yet legions of computer programmers do exactly that every day. Geometric Tools for Computer Graphics gives the working graphics programmer a vast collection of programming examples, complex code snippets explained and ready to use. Each chapter is filled with more than just code...
The math, the formulas, the problem solving . . . does corporate finance make your head spin? You're not alone. It's one of the toughest subjects for business studentsâwhich is why Corporate Finance DeMYSTiFieD is written in a way that makes learning it easier than...
This is the most affordable printed OpenStax book available. As an OpenStax Partner we print all OpenStax textbooks with a unique soft cover and B&W interior pages. The textbook content is exactly the same as the OpenStax book (Digital ISBN-13: 978-1-947172-13-5 and Hardcover Print ISBN-13: 978-1-938168-02-4). This textbook is available...
Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing...
This book provides a practical, up-to-date, and comprehensive survey of network-based and Internet-based security applications and standards. This books covers e-mail security, IP security, Web security, and network management security. It also includes a concise section on the discipline of cryptography—covering algorithms and protocols...
