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Numerical Methods in Finance with C++

Maciel J. Capiński and Tomasz Zastawniak
Publisher: 
Cambridge University Press
Publication Date: 
2012
Number of Pages: 
166
Format: 
Paperback
Series: 
Mastering Mathematical Finance
Price: 
39.99
ISBN: 
9780521177160
Category: 
Textbook
We do not plan to review this book.

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