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Modeling Derivatives in C++

Justin London




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 | #1121545 in Books |  2004-09-17 | Ingredients: Example Ingredients | Original language:English | PDF # 1 |  9.21 x1.81 x7.48l,3.14 | File type: PDF | 768 pages

||25 of 25 people found the following review helpful.| Bad C++ codes and bad math.|By Fangbing Wu|The only good thing about this book is the table of contents ( 1 generous star for that). If you've written C/C++ professionally for a living, you wouldn't stand looking at the code snippets in this book except some parts that's copied from the open source Quant Lib. Furthermore, the computational errors in the book shows you how ca|From the Back Cover||Some Things Are Just Better New|About the Author||JUSTIN LONDON has analyzed and managed bank corporate loan portfolios using credit derivatives in the Asset Portfolio Management Group of a large bank in

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 models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bond...

You easily download any file type for your device.Modeling Derivatives in C++   |  Justin London.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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