C++ for Financial Mathematics
portes grátis
C++ for Financial Mathematics
Armstrong, John
Taylor & Francis Ltd
06/2021
410
Mole
Inglês
9781032097213
15 a 20 dias
760
Descrição não disponível.
Introduction. Getting Started. Basic Data Types and Operators. Functions. Flow of Control. Working with Multiple Files. Unit Testing. Using C++ Classes. User-Defined Types. Monte Carlo Pricing in C++. Interfaces. Arrays, Strings, and Pointers. More Sophisticated Classes. The Portfolio Class. Delta Hedging. Debugging and Development ToolsA Matrix Class. An Overview of Templates. The Standard Template Library. Function Objects and Lambda Functions. Threads. Next Steps. Appendix: Risk-Neutral Pricing
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Cpp File;CallOption;Monte Carlo Pricing;Header File;finite difference methods;Monte Carlo Pricer;risk calculations;Virtual Destructor;multi-threaded programming;Member Variables;unit testing;Keyword Const;Member Function;Stock Price Path;Path Independent Option;UML Diagram;Cumulative Distribution Function;Risk Neutral Price;Visual Studio;Default Constructor;Curly Brackets;Violate;Function Declarations;Modern Languages;Wo;Random Number Generator;Delta Hedging Strategy;Portfolio Class;GNU Scientific Library;GSL
Introduction. Getting Started. Basic Data Types and Operators. Functions. Flow of Control. Working with Multiple Files. Unit Testing. Using C++ Classes. User-Defined Types. Monte Carlo Pricing in C++. Interfaces. Arrays, Strings, and Pointers. More Sophisticated Classes. The Portfolio Class. Delta Hedging. Debugging and Development ToolsA Matrix Class. An Overview of Templates. The Standard Template Library. Function Objects and Lambda Functions. Threads. Next Steps. Appendix: Risk-Neutral Pricing
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Cpp File;CallOption;Monte Carlo Pricing;Header File;finite difference methods;Monte Carlo Pricer;risk calculations;Virtual Destructor;multi-threaded programming;Member Variables;unit testing;Keyword Const;Member Function;Stock Price Path;Path Independent Option;UML Diagram;Cumulative Distribution Function;Risk Neutral Price;Visual Studio;Default Constructor;Curly Brackets;Violate;Function Declarations;Modern Languages;Wo;Random Number Generator;Delta Hedging Strategy;Portfolio Class;GNU Scientific Library;GSL