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Advanced Quantitative Finance with Modern C++: Interest Rate Modeling and Advanced Derivatives (eng)
impression à la demandeVendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Évaluation du vendeur 5 sur 5 étoiles
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur TBC3FVFOMM
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EUR 57,56
Expédition à EUR 5,50
Expédition depuis Italie vers Etats-Unis
Expédition depuis Italie vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
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Advanced Quantitative Finance With Modern C++ : Interest Rate Modeling and Advanced Derivatives
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 52515750-n
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EUR 64,33
Expédition à EUR 2,32
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Expédition nationale : Etats-Unis
Quantité disponible : 6 disponible(s)
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Advanced Quantitative Finance with Modern C++
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur DB-9798868820588
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EUR 64,55
Expédition à EUR 7,84
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Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 6 disponible(s)
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Advanced Quantitative Finance With Modern C++ : Interest Rate Modeling and Advanced Derivatives
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 52515750
Acheter D'occasion
EUR 71,65
Expédition à EUR 2,32
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 6 disponible(s)
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Advanced Quantitative Finance with Modern C++
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur DB-9798868820588
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EUR 79,17
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 6 disponible(s)
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Advanced Quantitative Finance With Modern C++ : Interest Rate Modeling and Advanced Derivatives
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 52515750-n
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EUR 63,91
Expédition à EUR 17,39
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 6 disponible(s)
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Advanced Quantitative Finance With Modern C++ : Interest Rate Modeling and Advanced Derivatives
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 52515750
Acheter D'occasion
EUR 72,79
Expédition à EUR 17,39
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 6 disponible(s)
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Advanced Quantitative Finance with Modern C++
impression à la demandeVendeur : Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -From the elegance of the Black Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost.You ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivatives. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps.Packed with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you re a quant developer, financial engineer, or an advanced student, you ll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor.What You Will LearnUnderstand the mathematics behind Black Scholes, Vasicek, Hull White, CIR, BDT, Black Karasinski, and other core models.Apply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing.Build and value swaps, swaptions, FRAs, bonds, callable/convertible debt, and multi-curve term structures.Implement barrier, multi-asset, hybrid, and structured products in C++.Model credit default swaps, cross-currency swaps, and total return structures.Use QuantLib and Boost to create production-grade pricing engines and calibration tools.Employ Gaussian models, market models, and global optimizers for fitting market data.Integrate code into professional workflows, ensuring speed, accuracy, and maintainability.Who This Book is for:Quantitative developers, financial engineers, traders, analysts, and graduates students using C++, QuantLib, Boost, and robust tools to price, hedge, and manage risk for complex financial instruments and for software engineers aiming to bridge theory and industry practice in quantitative finance.Optional prerequisite: Mastering Quantitative Finance with Modern C++: Foundations, Derivatives, and Computational Methods, for readers who want to build a solid foundation before tackling the advanced models and projects in this book. 1100 pp. Englisch. N° de réf. du vendeur 9798868820588
Acheter neuf
EUR 74,89
Expédition à EUR 17,13
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)
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Advanced Quantitative Finance with Modern C++
impression à la demandeVendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -From the elegance of the Black Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost.You ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivatives. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps.Packed with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you re a quant developer, financial engineer, or an advanced student, you ll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor.What You Will LearnUnderstand the mathematics behind Black Scholes, Vasicek, Hull White, CIR, BDT, Black Karasinski, and other core models.Apply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing.Build and value swaps, swaptions, FRAs, bonds, callable/convertible debt, and multi-curve term structures.Implement barrier, multi-asset, hybrid, and structured products in C++.Model credit default swaps, cross-currency swaps, and total return structures.Use QuantLib and Boost to create production-grade pricing engines and calibration tools.Employ Gaussian models, market models, and global optimizers for fitting market data.Integrate code into professional workflows, ensuring speed, accuracy, and maintainability.Who This Book is for:Quantitative developers, financial engineers, traders, analysts, and graduates students using C++, QuantLib, Boost, and robust tools to price, hedge, and manage risk for complex financial instruments and for software engineers aiming to bridge theory and industry practice in quantitative finance.Optional prerequisite: Mastering Quantitative Finance with Modern C++: Foundations, Derivatives, and Computational Methods, for readers who want to build a solid foundation before tackling the advanced models and projects in this book. 1051 pp. Englisch. N° de réf. du vendeur 9798868820588
Acheter neuf
EUR 74,89
Expédition à EUR 23
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)
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Advanced Quantitative Finance with Modern C++
Vendeur : Wegmann1855, Zwiesel, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -From the elegance of the BlackScholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost.You'll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivatives. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps.Packed with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you're a quant developer, financial engineer, or an advanced student, you'll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor.What You Will LearnUnderstand the mathematics behind BlackScholes, Vasicek, HullWhite, CIR, BDT, BlackKarasinski, and other core models.Apply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing.Build and value swaps, swaptions, FRAs, bonds, callable/convertible debt, and multi-curve term structures.Implement barrier, multi-asset, hybrid, and structured products in C++.Model credit default swaps, cross-currency swaps, and total return structures.Use QuantLib and Boost to create production-grade pricing engines and calibration tools.Employ Gaussian models, market models, and global optimizers for fitting market data.Integrate code into professional workflows, ensuring speed, accuracy, and maintainability.Who This Book is for:Quantitative developers, financial engineers, traders, analysts, and graduates students using C++, QuantLib, Boost, and robust tools to price, hedge, and manage risk for complex financial instrumentsand for software engineers aiming to bridge theory and industry practice in quantitative finance.Optional prerequisite: Mastering Quantitative Finance with Modern C++: Foundations, Derivatives, and Computational Methods, for readers who want to build a solid foundation before tackling the advanced models and projects in this book. N° de réf. du vendeur 9798868820588
Acheter neuf
EUR 74,89
Expédition à EUR 25,95
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)