Numerical Methods in Finance with C++ / (Record no. 38020)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02191nam a22003497a 4500 |
| 001 - CONTROL NUMBER | |
| control field | sulb-eb0016582 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160405140614.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110215s2012||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781139017404 (ebook) |
| Canceled/invalid ISBN | 9781107003712 (hardback) |
| Canceled/invalid ISBN | 9780521177160 (paperback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| Modifying agency | BD-SySUS. |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .C363 2012 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285/513 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Capiński, Maciej J., |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Numerical Methods in Finance with C++ / |
| Statement of responsibility, etc. | Maciej J. Capiński, Tomasz Zastawniak. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (175 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 0# - SERIES STATEMENT | |
| Series statement | Mastering Mathematical Finance |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 04 Apr 2016). |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | C++ (Computer program language) |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zastawniak, Tomasz, |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| International Standard Book Number | 9781107003712 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Mastering Mathematical Finance. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1017/CBO9781139017404">http://dx.doi.org/10.1017/CBO9781139017404</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | |
No items available.