Brooks, Robert Edwin 1960-
Building financial derivatives applications with C++ by Robert Brooks. - xiii, 215 páginas ilustrado 25 cm.
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
156720287X
Derivative securities--Data processing.
C++ (computer program language)
C++ (lenguaje de programación de computador)
Títulos valores y bienes
Valores derivados--Procesamiento de datos
332.645 / B873b
Building financial derivatives applications with C++ by Robert Brooks. - xiii, 215 páginas ilustrado 25 cm.
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
156720287X
Derivative securities--Data processing.
C++ (computer program language)
C++ (lenguaje de programación de computador)
Títulos valores y bienes
Valores derivados--Procesamiento de datos
332.645 / B873b