Advanced Quantitative Finance with C .pdf

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1、www.it-ebooks.infoAdvancedQuantitativeFinancewithC++CreateandimplementmathematicalmodelsinC++usingQuantitativeFinanceAlonsoPeña,Ph.D.BIRMINGHAM-MUMBAIwww.it-ebooks.infoAdvancedQuantitativeFinancewithC++Copyright©2014PacktPublishingAllrightsreserved.Nopartofth

2、isbookmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,withoutthepriorwrittenpermissionofthepublisher,exceptinthecaseofbriefquotationsembeddedincriticalarticlesorreviews.Everyefforthasbeenmadeinthepreparationofthisbooktoensuretheacc

3、uracyoftheinformationpresented.However,theinformationcontainedinthisbookissoldwithoutwarranty,eitherexpressorimplied.Neithertheauthor,norPacktPublishing,anditsdealersanddistributorswillbeheldliableforanydamagescausedorallegedtobecauseddirectlyorindirectlybyth

4、isbook.PacktPublishinghasendeavoredtoprovidetrademarkinformationaboutallofthecompaniesandproductsmentionedinthisbookbytheappropriateuseofcapitals.However,PacktPublishingcannotguaranteetheaccuracyofthisinformation.Firstpublished:June2014Productionreference:118

5、0614PublishedbyPacktPublishingLtd.LiveryPlace35LiveryStreetBirminghamB32PB,UK.ISBN978-1-78216-722-8www.packtpub.comCoverimagebyVTRRaviKumar(vtrravikumar@gmail.com)[FM-2]www.it-ebooks.infoCreditsAuthorProjectCoordinatorAlonsoPeña,Ph.D.HarshalVedReviewersProofr

6、eaderMarcoAiroldiClydeJenkinsJosephSmidtGraphicsCommissioningEditorSheetalAuteGrantMizenRonakDhruvValentinaDsilvaAcquisitionEditorDishaHariaHarshaBharwaniAbhinashSahuContentDevelopmentEditorIndexerAmitGhodakeHemanginiBariTechnicalEditorProductionCoordinatorHu

7、meraShaikhKyleAlbuquerqueCopyEditorCoverWorkLaxmiSubramanianNileshBambardekar[FM-3]www.it-ebooks.infoAbouttheAuthorAlonsoPeña,Ph.D.isanSDAProfessorattheSDABocconiSchoolofManagementinMilan.HehasworkedasaquantitativeanalystinthestructuredproductsgroupforThomson

8、ReutersRiskandforUnicreditGroupinLondonandMilan.HeholdsaPh.D.degreefromtheUniversityofCambridgeonFiniteElementAnalysisandtheCertificateinQuantitativeFinance(CQF)from7cityLearning,theU.K.H