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Advanced Quantitative Finance with C++

Alonso Peña




[PDF.hi59] Advanced Quantitative Finance with C++

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 | #1672053 in Books |  2014-05-19 |  2014-06-25 | Original language:English | PDF # 1 |  9.25 x.28 x7.50l,.50 | File type: PDF | 101 pages

||2 of 2 people found the following review helpful.| Don't buy it|By Kinderchocolate|I don't know why this book has many positive reviews... I brought the book but it turned out a waste of money. The book is NOT "advanced". It covers some not-so-detailed simple pricing with some silly C++ coding.|4 of 6 people found the following review helpful.| Extremely basic, not "Advanced"|By Eric N|About the Author||Alonso Pena, Ph.D. |Alonso Pena, Ph.D. is an SDA Professor at the SDA Bocconi School of Management in Milan. He has worked as a quantitative analyst in the structured products group for Thomson Reuters Risk and for Unicredit Group in Lon

Create and implement mathematical models in C++ using Quantitative Finance

About This Book

  • Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives
  • The complex models are explained step-by-step along with a flow chart of every implementation
  • Illustrates each asset class with fully solved C++ examples, both basic and advanced, that support and complement the text

You easily download any file type for your gadget.Advanced Quantitative Finance with C++   |  Alonso Peña. I really enjoyed this book and have already told so many people about it!

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