Author: Philip Barker
Publisher: Springer Science & Business Media
ISBN: 1846287413
Category : Computers
Languages : en
Pages : 562
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Book Description
This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.
Author: Daniel J. Duffy
Publisher: John Wiley & Sons
ISBN: 1118856465
Category : Business & Economics
Languages : en
Pages : 405
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Book Description
This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals and object-oriented thinking in QF Advanced object-oriented features such as inheritance and polymorphism Template programming and the Standard Template Library (STL) An introduction to GOF design patterns and their applications in QF Applications The kinds of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book includes a companion website with all source code and many useful C++ classes that you can use in your own applications. Examples, test cases and applications are directly relevant to QF. This book is the perfect companion to Daniel J. Duffy’s book Financial Instrument Pricing using C++ (Wiley 2004, 0470855096 / 9780470021620)
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 1944659579
Category : Business & Economics
Languages : en
Pages : 772
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Book Description
Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 9811291691
Category : Business & Economics
Languages : en
Pages : 763
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Book Description
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Author: Yuh-Dauh Lyuu
Publisher: Cambridge University Press
ISBN: 9780521781718
Category : Business & Economics
Languages : en
Pages : 654
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Book Description
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Author: Haksun Li
Publisher: Apress
ISBN: 9781484267967
Category : Computers
Languages : en
Pages :
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Book Description
Implement numerical algorithms in Java using NM Dev, an object-oriented and high-performance programming library for mathematics.You’ll see how it can help you easily create a solution for your complex engineering problem by quickly putting together classes. Numerical Methods Using Java covers a wide range of topics, including chapters on linear algebra, root finding, curve fitting, differentiation and integration, solving differential equations, random numbers and simulation, a whole suite of unconstrained and constrained optimization algorithms, statistics, regression and time series analysis. The mathematical concepts behind the algorithms are clearly explained, with plenty of code examples and illustrations to help even beginners get started. What You Will Learn Program in Java using a high-performance numerical library Learn the mathematics for a wide range of numerical computing algorithms Convert ideas and equations into code Put together algorithms and classes to build your own engineering solution Build solvers for industrial optimization problems Do data analysis using basic and advanced statistics Who This Book Is For Programmers, data scientists, and analysts with prior experience with programming in any language, especially Java.
Author: Dr Henry H Liu
Publisher: Perfmath
ISBN: 9780615669120
Category :
Languages : en
Pages : 360
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Book Description
Written in Henry Liu's clear, concise style, Java Application Performance and Scalability gets right to the point. With clearly explained concepts, most pertinent theories, precise step-by-step procedures, and large volume of illustrative charts and tables with highly reliable data supporting behind, you gain quickly the necessary knowledge and skills for being able to cope with Java application performance and scalability issues without having to resort to more experienced professionals or expensive external consultants. Specifically, it helps you learn the following knowledge and skills that are essential for you to become more effective in contributing to the success of your organization:* What you need to know at minimum about the architecture of modern hardware so that you can make smart decisions on when you should pour your time on your application and when you can just throw in more advanced hardware to get by.* What you need to know about garbage collection theories in general and how they are implemented with widely used Java Virtual Machines like HotSpot JVMs.* Precise methodologies, procedures, and programs that you can start to use immediately to help you profile and tune your Java applications.* How you can design and build performance and scalability into your product proactively without having to face tough retrofitting decisions or even torrents of customer escalations later on.In addition, the book contains interesting data for your reference, associated with oops compression, CMS garbage collection tuning, DoEscapeAnalysis, G1 versus CMS comparison, etc., all based on full scale, rigorous performance and scalability tests with real products.
Author: Gerard Cornuejols
Publisher: Cambridge University Press
ISBN: 9780521861700
Category : Mathematics
Languages : en
Pages : 358
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Book Description
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
Author: Maciej J. Capiński
Publisher: Cambridge University Press
ISBN: 0521177162
Category : Business & Economics
Languages : en
Pages : 177
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Book Description
This book provides aspiring quant developers with the numerical techniques and programming skills needed in quantitative finance. No programming background required.
Author: Ronald Mak
Publisher: Prentice Hall Professional
ISBN: 9780130460417
Category : Computers
Languages : en
Pages : 482
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Book Description
Mak introduces Java programmers to numerical computing. This book contains clear, non-theoretical explanations of practical numerical algorithms, including safely summing numbers, finding roots of equations, interpolation and approximation, numerical integration and differentiation, and matrix operations, including solving sets of simultaneous equations.
