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Numerical methods in finance with C++

Numerical methods in finance with C++ (7회 대출)

자료유형
단행본
개인저자
Capinski, Marek, 1951-. Zastawniak, Tomasz, 1976-.
서명 / 저자사항
Numerical methods in finance with C++ / Maciej J. Capinski, Tomasz Zastawniak.
발행사항
New York :   Cambridge University Press,   c2012.  
형태사항
x, 166 p. : ill. ; 23 cm.
총서사항
Mastering mathematical finance
ISBN
9781107003712 (hard back) 9780521177160 (pbk.)
일반주기
Includes index.  
일반주제명
Finance -- Mathematical models. C++ (Computer program language)
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001 000045730192
005 20121203222231
008 121130s2012 nyua 001 0 eng
010 ▼a 2012014213
020 ▼a 9781107003712 (hard back)
020 ▼a 9780521177160 (pbk.)
035 ▼a (KERIS)REF000016961445
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HG106 ▼b .C363 2012
082 0 0 ▼a 332.0285/513 ▼2 23
084 ▼a 332.0285513 ▼2 DDCK
090 ▼a 332.0285513 ▼b C243n
100 1 ▼a Capinski, Marek, ▼d 1951-.
245 1 0 ▼a Numerical methods in finance with C++ / ▼c Maciej J. Capinski, Tomasz Zastawniak.
260 ▼a New York : ▼b Cambridge University Press, ▼c c2012.
300 ▼a x, 166 p. : ▼b ill. ; ▼c 23 cm.
490 1 ▼a Mastering mathematical finance
500 ▼a Includes index.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a C++ (Computer program language)
700 1 ▼a Zastawniak, Tomasz, ▼d 1976-.
830 0 ▼a Mastering mathematical finance.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.0285513 C243n 등록번호 121222403 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Preface; 1. Binomial pricer; 2. Binomial pricer revisited; 3. American options; 4. Nonlinear solvers; 5. Monte Carlo methods; 6. Finite difference methods; Index.


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