C++ for Financial Mathematics

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
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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