Titel: Numerical Methods in Finance with C++ Part of Mastering Mathematical Finance
Verlag: Cambridge University Press
Ver�ffentlichungsdatum: 2012
Sprache: Englisch
ISBN-10: 0521177162
ISBN-13: 9780521177160
Bindung: Softcover
Zustand: New

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Inhaltsangabe

This book focuses on solving and implementing the increasingly complex numerical problems that arise in finance. Readers will learn the numerical techniques and programming skills necessary for any aspiring quant developer. No programming background is required, making the book thoroughly suitable for beginners.

�ber 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.

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