Titlebook: Options and Derivatives Programming in C++; Algorithms and Progr CARLOS OLIVEIRA Book 20161st edition Carlos Oliveira 2016 Quantitative Fin

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书目名称Options and Derivatives Programming in C++影响因子(影响力)




书目名称Options and Derivatives Programming in C++影响因子(影响力)学科排名




书目名称Options and Derivatives Programming in C++网络公开度




书目名称Options and Derivatives Programming in C++网络公开度学科排名




书目名称Options and Derivatives Programming in C++被引频次




书目名称Options and Derivatives Programming in C++被引频次学科排名




书目名称Options and Derivatives Programming in C++年度引用




书目名称Options and Derivatives Programming in C++年度引用学科排名




书目名称Options and Derivatives Programming in C++读者反馈




书目名称Options and Derivatives Programming in C++读者反馈学科排名

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on models and pricing algorithms.Learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques usi

勤劳

Book 20161st editionncial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using

梯田

Options Concepts,he need for increased volume and liquidity, has caused financial institutions to adopt computational techniques in their day-to-day operations. This means that there are many opportunities for computer scientists specializing in the design and development of automated strategies for trading and anal

平庸的人或物

Financial Derivatives,ized 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 non-standard features that allow them to be created even for illiquid assets such as corporate credit risk or real estate mor

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Rheumatologist

Linear Algebra Algorithms,vatives. 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++.

Concrete

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 equations and other mathematical formulations.