Building financial derivatives applications with C++ by Robert Brooks.
By: Brooks, Robert Edwin
.
Westport, Conn. Quorum Books 2000Description: xiii, 215 páginas ilustrado 25 cm.ISBN: 156720287X.Subject(s): Derivative securities -- Data processing | C++ (computer program language) | C++ (lenguaje de programación de computador) | Títulos valores y bienes | Valores derivados -- Procesamiento de datosDDC classification: 332.645
Contents:
Introduction -- Introduction to C++ -- Derivatives valuation -- Tools of the trade -- Valuing forward contracts and interest rate swaps -- Valuing stock options -- Building interest rate trees -- Mortgage-backed securities and Monte Carlo simulation -- Value-at-risk and summary
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.645 / B873b (Browse shelf) | Ej.1 | Available | 8000022235 |
Total holds: 0
Incluye referencias bibliográficas (p. [209]-211) e índice.
Introduction -- Introduction to C++ -- Derivatives valuation -- Tools of the trade -- Valuing forward contracts and interest rate swaps -- Valuing stock options -- Building interest rate trees -- Mortgage-backed securities and Monte Carlo simulation -- Value-at-risk and summary
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