Quantitative Finance by Erik Schlogl
Look inside with Google Book Preview
Quantitative Finance
By Erik Schlogl

Quantitative Finance

An Object-oriented Approach in C++

By (author) See other recent books by Erik Schlogl
Series edited by M. A. H. Dempster See other recent books by M. A. H. Dempster See other recent books by Dilip B. Madan
Format: Hardback

Normal Price: $130.00
Your Price: $117.00 AUD, inc. GST
Shipping: $7.95 per order
You Save: $13.00! (10% off normal price)
Plus...earn $5.85 in Boomerang Bucks
Availability: Available Available, ships in 7-10 days, Not for Xmas



Quantitative Finance by Erik Schlogl

Book Description

Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web Resource The author's website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.

Buy Quantitative Finance book by Erik Schlogl from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9781584884798
ISBN-10: 1584884797
Format: Hardback
(235mm x 156mm x 28mm)
Pages: 354
Imprint: Chapman & Hall/CRC
Publisher: Taylor & Francis Inc
Publish Date: 19-Nov-2013
Country of Publication: United States

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Quantitative Finance book by Erik Schlogl and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Author Biography - Erik Schlogl

Erik Schlogl currently is Professor and Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in computational financial engineering. He has consulted for financial institutions and software developers in Europe, Australia and in the US. His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk. He has published articles in a number of international journals, including Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. In addition to UTS, he held positions at the University of New South Wales, Australia, and the University of Bonn, Germany.

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Erik Schlogl close
»
Recent books by M. A. H. Dempster close
Quantitative Finance by M. A. H. Dempster
Risk Management by M. A. H. Dempster
Interest Rate Modeling by M. A. H. Dempster
Risk Management by M. A. H. Dempster
»
Recent books by Dilip B. Madan close
Quantitative Finance by Dilip B. Madan
Interest Rate Modeling by Dilip B. Madan
»
BoomerangBooks.com.au close