Download or read book Modeling Derivatives in C written by Justin London and published by John Wiley & Sons. This book was released on 2005-01-21 with total page 922 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book The Official EPAKS Guide to Short Form Three written by EPAKS Publications and published by EPAKS Publications. This book was released on 2021-06-28 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book 2020 U S Coin Digest written by David C. Harper and published by Penguin. This book was released on 2019-07-16 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book C for Financial Markets written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2013-03-04 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Strike it Rich with Pocket Change written by Ken Potter and published by Penguin. This book was released on 2011-02-28 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Learn BlackBerry 10 App Development written by Anwar Ludin and published by Apress. This book was released on 2014-03-29 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Java Methods for Financial Engineering written by Philip Barker and published by Springer Science & Business Media. This book was released on 2007-05-16 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Getting Started with WordStar written by Alan J. Mabbett and published by CUP Archive. This book was released on 1986-05-08 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book HNAI ANA San Francisco Signature Auction Catalog 382 written by Ivy Press and published by Heritage Capital Corporation. This book was released on 2005-06 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book African Banjo Echoes in Appalachia written by Cecelia Conway and published by Univ. of Tennessee Press. This book was released on 1995 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Throughout the Upland South, the banjo has become an emblem of white mountain folk, who are generally credited with creating the short-thumb-string banjo, developing its downstroking playing styles and repertory, and spreading its influence to the national consciousness. In this groundbreaking study, however, Cecelia Conway demonstrates that these European Americans borrowed the banjo from African Americans and adapted it to their own musical culture. Like many aspects of the African-American tradition, the influence of black banjo music has been largely unrecorded and nearly forgotten--until now. Drawing in part on interviews with elderly African-American banjo players from the Piedmont--among the last American representatives of an African banjo-playing tradition that spans several centuries--Conway reaches beyond the written records to reveal the similarity of pre-blues black banjo lyric patterns, improvisational playing styles, and the accompanying singing and dance movements to traditional West African music performances. The author then shows how Africans had, by the mid-eighteenth century, transformed the lyrical music of the gourd banjo as they dealt with the experience of slavery in America. By the mid-nineteenth century, white southern musicians were learning the banjo playing styles of their African-American mentors and had soon created or popularized a five-string, wooden-rim banjo. Some of these white banjo players remained in the mountain hollows, but others dispersed banjo music to distant musicians and the American public through popular minstrel shows. By the turn of the century, traditional black and white musicians still shared banjo playing, and Conway shows that this exchange gave rise to a distinct and complex new genre--the banjo song. Soon, however, black banjo players put down their banjos, set their songs with increasingly assertive commentary to the guitar, and left the banjo and its story to white musicians. But the banjo still echoed at the crossroads between the West African griots, the traveling country guitar bluesmen, the banjo players of the old-time southern string bands, and eventually the bluegrass bands. The Author: Cecelia Conway is associate professor of English at Appalachian State University. She is a folklorist who teaches twentieth-century literature, including cultural perspectives, southern literature, and film.
Download or read book Double Strike written by and published by . This book was released on 1974 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modern Computational Finance written by Antoine Savine and published by John Wiley & Sons. This book was released on 2018-11-13 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
Download or read book Heritage Long Beach Signature Coin Auction written by and published by Heritage Capital Corporation. This book was released on with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Practical Quantitative Finance with ASP NET Core and Angular written by Jack Xu and published by UniCAD. This book was released on 2019-03 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides comprehensive details of developing ultra-modern, responsive single-page applications (SPA) for quantitative finance using ASP.NET Core and Angular. It pays special attention to create distributed web SPA applications and reusable libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: Overview of ASP.NET Core and Angular, which is necessary to create SPA for quantitative finance. Step-by-step approaches to create a variety of Angular compatible real-time stock charts and technical indicators using ECharts and TA-Lib. Introduction to access market data from online data sources using .NET Web API and Angular service, including EOD, intraday, real-time stock quotes, interest rates. Detailed procedures to price equity options and fixed-income instruments using QuantLib, including European/American/Barrier/Bermudan options, bonds, CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. Detailed explanation to linear analysis and machine learning in finance, which covers linear regression, PCA, KNN, SVM, and neural networks. In-depth descriptions of trading strategy development and back-testing for crossover and z-score based trading signals.
Download or read book Practical C and WPF For Financial Markets written by Jack Xu and published by UniCAD. This book was released on 2016-12-05 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical C# and WPF for Financial Markets provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and back-test trading strategies. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: • Overview of C#, WPF programming, data binding, and MVVM pattern, which is necessary to create MVVM compatible .NET financial applications. • Step-by-step approaches to create a variety of MVVM compatible 2D/3D charts, stock charts, and technical indicators using my own chart package and Microsoft chart control. • Introduction to free market data retrieval from online data sources using .NET interfaces. These data include EOD, real-time intraday, interest rate, foreign exchange rate, and option chain data. • Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as discussions on related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. • Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, SVM, and neural networks. • In-depth descriptions of trading strategy development and back-testing, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.
Download or read book Modeling Risk written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2010-06-15 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt: An updated guide to risk analysis and modeling Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it. This Second Edition provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007 Book supported by author's proprietary risk analysis software found on the companion CD-ROM Offers both a qualitative and quantitative description of risk Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
