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...
Wireless Sensor Networks helps readers discover the emerging field of low-cost standards-based sensors that promise a high order of spatial and temporal resolution and accuracy in an ever-increasing universe of applications. It shares the latest advances in science and engineering paving the way...
Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools...
Bacterial contamination of food and water resources, as well as the increasing incidence of nosocomial infections, has us on our toes, looking for ways of recognizing these elements. In addition, the recent and growing threats to personal and territorial securities make this task even more urgent. Therefore, accurate assessment of the state...
Regardless of where I work, simulation has crept into my financial career. After
nearly a decade of working with it in many capacities I’ve found it to be
a mixed blessing. In many investment companies when the term simulation is
simply brought up there are a variety of reactions. The two most visible camps of
thought...
Be a part of the nanotechnology revolution in telecommunications
This book provides a unique and thought-provoking perspective on how nanotechnology is poised to revolutionize the telecommunications, computing, and networking industries. The author discusses emerging technologies as well as technologies under development that will lay the...
Behind every financial crisis lurks a "political bubble"--policy biases that foster market behaviors leading to financial instability. Rather than tilting against risky behavior, political bubbles--arising from a potent combination of beliefs, institutions, and interests--aid, abet, and amplify risk. Demonstrating how political...
The first comprehensive guide to MySQL for Java developers
With more than three million users, MySQL is the most popular open source database server in the world. It is the most popular database server for Linux and also runs on Windows, Macintosh, FreeBSD, and many flavors of UNIX. Most developers have built MySQL applications using...
Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes' arbitrage pricing of options and other derivative...
"Dr. Nigel Da Costa Lewis has produced the most exciting volume ever on operational risk modeling. It is a must for students, practitioners, risk managers, and senior executives. . . I feel this work is the first step in revolutionizing the discipline. Other books in this field tell...
A clear look at how to capture investment profits during difficult financial times
The U.S. economy has become crippled by the credit and real estate catastrophe. Even though we've all been affected by the calamity and have heard no shortage of news about it, it still seems unfathomable and utterly incomprehensible to most people that...
Praise for STRUCTURED FINANCE MODELING with Object-Oriented VBA
"This book is an excellent and interesting integration of financial engineering, structured finance, and structured programming, and the book accomplishes this with easy-to-follow examples, using the most commonly available tools, MS VBA and spreadsheets. The author is clearly...
