genial
发表于 2025-3-21 19:07:57
书目名称Options and Derivatives Programming in C++20影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0703388<br><br> <br><br>书目名称Options and Derivatives Programming in C++20读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0703388<br><br> <br><br>
notion
发表于 2025-3-21 22:50:32
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Trigger-Point
发表于 2025-3-22 01:42:18
Carlos OliveiraThe first book on C++ problems in options, derivatives trading, updated for C++20.Presents design patterns for quantitative analysis.Shows how to build valuation models and pricing algorithms
Palate
发表于 2025-3-22 05:19:21
Financial Derivatives,type of derivatives that give the right to buy or sell the underlying asset at a particular price. Unlike options, however, general derivatives include a large number of nonstandard features that allow them to be created even for illiquid assets such as corporate credit risk or real estate mortgages.
平
发表于 2025-3-22 11:15:29
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Delectable
发表于 2025-3-22 13:32:58
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Aqueous-Humor
发表于 2025-3-22 19:12:06
Linear Algebra Algorithms,l derivatives. These techniques are used, for example, to calculate the value of large portfolios, or to quickly price derivative instruments. This chapter contains an overview of LA algorithms and their implementation in C++.
编辑才信任
发表于 2025-3-23 01:17:34
Algorithms for Numerical Analysis,ecause of the nature of options pricing, which is based on the Black-Scholes pricing model. Many of the techniques that involve options pricing require the efficient solution of differential equations and other mathematical formulations.
offense
发表于 2025-3-23 05:26:15
Basic Models for Options Pricing, option contract, such as its expiration date, current volatility, and prevailing interest rates. Pricing options requires the use of efficient algorithms, because of frequent changes in prices and market volatility. For this reason, a number of models have been employed for this task in the area of quantitative finance.
舞蹈编排
发表于 2025-3-23 07:36:14
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