Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

Capi?ski, Maciej J.; Zastawniak, Tomasz

ISBN 10: 1107003717 / ISBN 13: 9781107003712

Verlag: Cambridge University Press, 2012

Beschreibung

Bestandsnummer des Verkäufers I-9781107003712

Bibliografische Details

• Titel: Numerical Methods in Finance with C++ (Mastering Mathematical Finance)
• Verlag: Cambridge University Press
• Erscheinungsjahr: 2012
• Sprache: Englisch
• ISBN-10: 1107003717
• ISBN-13: 9781107003712
• Einband: Hardcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.

Über die Autorinnen und Autoren

Maciej J. Capiński is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, computer assisted proofs in dynamical systems and celestial mechanics. He has authored eight research publications and supervised over thirty MSc dissertations, mostly in mathematical finance.

Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about fifty research publications and four books. He has supervised four PhD dissertations and around eighty MSc dissertations in mathematical finance.