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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Impact of requirements volatility and flexible management on GSD project success : a study based on the dimensions of requirements volatility
Shameem, Mohammad; Chandra, Bibhas; Kumar, Chiranjeev; … - In: International journal of agile systems and management : … 12 (2019) 3, pp. 199-227
Persistent link: https://www.econbiz.de/10012144818
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Financial instrument pricing using C++
Duffy, Daniel J. - 2018 - Second edition
Persistent link: https://www.econbiz.de/10011844650
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Financial Instrument Pricing Using C++
Duffy, Daniel J. - 2018 - 2nd ed
Intro -- Financial Instrument Pricing Using C++ 2e -- Contents -- 1 A Tour of C++ and Environs -- 1.1 Introduction and Objectives -- 1.2 What is C++? -- 1.3 C++ as a Multiparadigm Programming Language -- 1.4 The Structure and Contents of this Book: Overview -- 1.5 A Tour of C++11: Black-Scholes...
Persistent link: https://www.econbiz.de/10011910113
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Using Microsoft Excel and decision trees to demonstrate the binominal option pricing model
Lee, John C. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 303-329
Persistent link: https://www.econbiz.de/10001640906
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Financial instrument pricing using C++
Duffy, Daniel J. - 2005 - Repr. with corr
Persistent link: https://www.econbiz.de/10002710408
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Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Cesari, Giovanni; Aquilina, John; Charpillon, Niels; … - 2010 - Softcover reprint of the hardcover 1st edition 2010
Persistent link: https://www.econbiz.de/10009512019
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A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2010
Persistent link: https://www.econbiz.de/10008934231
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Applying design patterns for web-based derivatives pricing
Papakostas, V. (contributor) - In: Computational finance and its applications II : [Second …, (pp. 193-202). 2006
Persistent link: https://www.econbiz.de/10003410147
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500 C++ Programs for Quantitative Finance
Chunawala, Quasar - 2019
I have put together a compendium of over 500 C++ programs, discussing a plethora of topics spanning from modern C++ programming style, the standard template library(STL) containers and algorithms, numerical linear algebra, using Quantlib, to creating data structures and solvers commonly found in...
Persistent link: https://www.econbiz.de/10012868016