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Author: Justin London Publisher: John Wiley & Sons ISBN: 047168189X Category : Business & Economics Languages : en Pages : 922
Book Description
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
Author: Justin London Publisher: John Wiley & Sons ISBN: 047168189X Category : Business & Economics Languages : en Pages : 922
Book Description
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
Author: EPAKS Publications Publisher: EPAKS Publications ISBN: 0976982358 Category : Sports & Recreation Languages : en Pages : 468
Book Description
Short Form Three is one of the most easily recognizable American Kenpo forms. But, did you know Short Form Three was also packed with information? This book contains a wealth of knowledge, never before uncovered by any other source of reference. In this book you will learn not only the form's proper execution, but also its history, a detailed analysis of its place within American Kenpo, and quizzes about the form that will test even the most experienced. Think you are up to the quiz challenge – THINK AGAIN! Be ready to uncover a trove of hidden secrets and have all your questions answered, readily available, and at your fingertips. This guide is artfully crafted to be used by not only the beginner to intermediate student, but also by the most seasoned of practitioners and instructors. And finally, this book is presented to you by the gold standard in American Kenpo guides – EPAKS.
Author: David C. Harper Publisher: Penguin ISBN: 1440248990 Category : Antiques & Collectibles Languages : en Pages : 321
Book Description
Fully illustrated with more than 2,000 images, 2020 U.S. Coin Digest, 18th edition, is a comprehensive, fully researched and vetted color guide with values to all United States coins issues featuring in a nearly indestructible hardcover with a lay-flat, easy-to-use format to make your experience even more enjoyable. This complete reference to U.S. coins includes all circulating and non-circulating coins, from early American Token Coinage to modern commemorative issues of the 21st century. The following features make the U.S. Coin Digest the only reference you need for collecting U.S. coins: • 2000 images--nearly all in full color--provide a spectacular visual guide making identification and appreciation of U.S. coins easy and enjoyable. • Thousands of detailed listings completely and expertly vetted, allowing the consumer to collect with confidence. • A clear and easy-to-use guide to identifying minting errors with color images by Ken Potter, leading authority on error coins and author of popular Strike It Rich with Pocket Change. • Coins of Colonial America • U.S. Territorial Gold coinage • U.S. Mint Sets, Proof Sets and Prestige Sets with current market values • Coins of Hawaii, Puerto Rico and Philippines
Author: Daniel J. Duffy Publisher: John Wiley & Sons ISBN: 0470030089 Category : Business & Economics Languages : en Pages : 866
Book Description
A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software. Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, www.datasimfinancial.com/forum/viewforum.php?f=196&sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
Author: Ken Potter Publisher: Penguin ISBN: 1440215804 Category : Antiques & Collectibles Languages : en Pages : 401
Book Description
Can You Spot The Errors? This coin looks a bit mangled, as if a car ran over it. It's really a copper cent struck on a silver dime. And no, that doesn't make it worth a nickel. The excess of metal at the top of the Lincoln cent is called a cud. It is caused when a piece breaks from the die face and leaving a hole into which the metal flows as the coin is struck. Spot the doubled die on an otherwise common dollar coin. Not all of them can be easily seen with the naked eye. In this case it is at the intersection of the Statue of Liberty's arm and the spike from her crown. An enlarged photograph inside will reveal it. It takes a keen eye to spot them, but errors on coins produced by the U.S. Mint occur every year, and they can be worth money to coin collectors. Strike It Rich with Pocket Change is THE book that shows clear, concise photos of those errors and tells what those coins are worth in today's market. Don't miss out. That cent in your pocket could be worth dollars.
Author: Publisher: "O'Reilly Media, Inc." ISBN: 1098100778 Category : Languages : en Pages : 431
Author: Anwar Ludin Publisher: Apress ISBN: 1430261587 Category : Computers Languages : en Pages : 343
Book Description
Learn how to leverage the BlackBerry 10 Cascades framework to create rich native applications. Learn BlackBerry 10 App Development gives you a solid foundation for creating BlackBerry 10 apps efficiently. Along the way, you will learn how to use QML and JavaScript for designing your app’s UI, and C++/Qt for the application logic. No prior knowledge of C++ is assumed and the book covers the fundamental aspects of the language for writing BlackBerry 10 apps. Also a particular emphasis is put on how to create a visually enticing user experience with the Cascades framework, which is based on Qt and QML. Starting with the native SDK configuration and an overview of the Momentics IDE, the book is fast-paced and you will rapidly learn many of the best practices and techniques required for developing beautiful BlackBerry 10 apps. Learn BlackBerry 10 App Development is written for developers wishing to learn how to write apps for the new BlackBerry 10 OS and those interested in porting existing iOS and Android apps to BlackBerry 10 as native applications.
Author: Philip Barker Publisher: Springer Science & Business Media ISBN: 1846287413 Category : Computers Languages : en Pages : 562
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: Alan J. Mabbett Publisher: CUP Archive ISBN: 9780521318051 Category : Computers Languages : en Pages : 294
Book Description
This book is written for anyone who needs to become proficient in word processing in a hurry, and who does not have the time or patience to work through large training manuals. The book is a light-hearted, practical guide to WordStar, one of the most powerful and popular word-processing systems available on today's microcomputers. The chapters cover all the essential elements of WordStar, starting with the basic commands and teaching through practical examples. MailMerge is introduced when such things as multiple copies of personalised letters are required and the reader is shown how to test his or her skill at using the English language by means of SpellStar. No previous knowledge of computers is assumed. After reading the book and working through the examples, the reader will be able to type a letter or document, make corrections, move, insert or delete blocks of text at will, store the information on magnetic disks, and print the final version as required (multiple copies if needed). Appendices giving an introduction to the CP/M operating system and describing all the WordStar and MailMerge commands are included.
Author: Justin London
Author: Justin London
Author: EPAKS Publications
Author: David C. Harper
Author: Daniel J. Duffy
Author: Ken Potter
Author: 
Author: Anwar Ludin
Author: Philip Barker
Author: Alan J. Mabbett
Author: Ivy Press