scientific article; zbMATH DE number 5299194

MaRDI QIDQ3511284zbMATH OpenFDO

Authors Mark Joshi

Publication date 9 July 2008

zbMATH Keywords

Monte Carlo pricer

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Theory of programming languages (68N15) Numerical methods (including Monte Carlo methods) (91G60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01)

Recommendations

• scientific article; zbMATH DE number 2107367
• Quantitative finance. An object-oriented approach in C++
• An object-oriented framework using design patterns for numerical option pricing
• Numerical methods in finance with C++.
• scientific article; zbMATH DE number 2162515
• scientific article; zbMATH DE number 1047369
• scientific article; zbMATH DE number 108556
• scientific article; zbMATH DE number 1011603

Cited in

(2)

• Quantitative finance. An object-oriented approach in C++
• scientific article; zbMATH DE number 2107367 (Why is no real title available?)

Describes a project that uses

Uses Software

• Excel

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3511284)