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, includ...(展开全部)

Prebuilt Code for Modeling and Pricing Today's Complex Derivatives Justin London shows how to implement pricing algorithms for a wide variety of complex derivatives, including rapidly emerging instruments covered in no other book. Utilizing actual Bloomberg data, London covers credit derivatives, CDOs, mortgage-backed securities, asset-backed securities, fixed-income securities...(展开全部)

Design patterns are the cutting-edge paradigm for programming in C++, and they are here discussed in depth using examples from financial mathematics. Assuming only a basic knowledge of C++ and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via carefully-chosen examples. This new edition includes several new chapters covering topi...(展开全部)

Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L?vy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. L?vy Processes in Finance: Pricing Financial Derivati...(展开全部)

To be financially literate in today,s market, one must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Third Edition has an accessible mathematical presentation, and more importantly, helps readers gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the cor...(展开全部)

This new version of the best-selling book, Algorithms, SecondEdition, provides a comprehensive collection of algorithmsimplemented in C. A variety of algorithms are described in eachofthe following areas: sorting, searching, string-processing,geometric, graph, and mathematical algorithms. These algorithmsare expressed in terms of concise implementations in C, so thatreaders can...(展开全部)

Computational Modelling in Psychology introduces the principles of using computational models in psychology and provides a clear idea about how model construction, parameter estimation and model selection are carried out in practice. The book is written at a level that permits readers with a background in cognition, but without any modeling expertise. The authors present the co...(展开全部)

It's standard in epistemology to approach questions about knowledge and rational belief using idealized, simplified models. But while the practice of constructing idealized models in epistemology is old, metaepistemological reflection on that practice is not. Greco argues that the fact that epistemologists build idealized models isn't merely a metaepistemological observation th...(展开全部)