Titlebook: Options and Derivatives Programming in C++20; Algorithms and Progr Carlos Oliveira Book 20202nd edition Carlos Oliveira 2020 C++20.C++.Opti

显示全部楼层 · 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)

书目名称Options and Derivatives Programming in C++20影响因子(影响力)学科排名

书目名称Options and Derivatives Programming in C++20网络公开度

书目名称Options and Derivatives Programming in C++20网络公开度学科排名

书目名称Options and Derivatives Programming in C++20被引频次

书目名称Options and Derivatives Programming in C++20被引频次学科排名

书目名称Options and Derivatives Programming in C++20年度引用

书目名称Options and Derivatives Programming in C++20年度引用学科排名

书目名称Options and Derivatives Programming in C++20读者反馈

书目名称Options and Derivatives Programming in C++20读者反馈学科排名

显示全部楼层 · 发表于 2025-3-21 22:50:32

显示全部楼层 · 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

显示全部楼层 · 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.

显示全部楼层 · 发表于 2025-3-22 11:15:29

显示全部楼层 · 发表于 2025-3-22 13:32:58

显示全部楼层 · 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++.

显示全部楼层 · 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.

显示全部楼层 · 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.

显示全部楼层 · 发表于 2025-3-23 07:36:14

		自动登录	找回密码
密码			To register

关于派博传思			派博传思旗下网站			友情链接
派博传思介绍	公司地理位置	论文服务流程	影响因子官网	SITEMAP	大讲堂	北京大学	Oxford Uni.	Harvard Uni.
发展历史沿革	期刊点评	投稿经验总结	SCIENCEGARD	IMPACTFACTOR	派博系数	清华大学	Yale Uni.	Stanford Uni.
\|Archiver\|手机版\|小黑屋\| 派博传思国际 ( 京公网安备110108008328) GMT+8, 2025-6-8 04:45
Copyright © 2001-2015 派博传思京公网安备110108008328 版权所有 All rights reserved

Titlebook: Options and Derivatives Programming in C++20; Algorithms and Progr Carlos Oliveira Book 20202nd edition Carlos Oliveira 2020 C++20.C++.Opti

浏览过的版块