Modeling Derivatives in C++ (+CD)
Author: Justin London
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.
Book review: Healing Cuisine of China or Finding Your Way to Say Goodbye
Digital Photography Pocket Guide
Author: Derrick Story
Now that digital photography has reached mass consumption,the third edition of this bestselling pocket guide will findan even larger audience than its predecessors. AuthorDerrick Story expands on the basic photography techniquesthat he introduced in earlier editions, including anexplanation of the camera components and what they do, andtips for choosing the right settings. When users ask, "Howcan I get that picture?", they'll simply pull this handyphoto mentor out of their camera bag, backpack, or backpocket and find the answer quickly.
In color and fully illustrated, our updated DigitalPhotography Pocket Guide covers everything from how to shootsports action, close ups and night shots, to dealing withimage resolution, memory cards, ways to transfer images,archiving, and making QuickTime movies. Topics in theguide's three main sections ("Digital Camera Components","Standard Camera Functions", and "How Do I?") are labeled Ato Z for quick reference. If readers prefer, they can usethe comprehensive index or table of contents to find theinformation they need. There's even a section ofeasy-to-read reference tables for quick look-up of whitebalance settings, exposure compensation, camera modeexplanations, and much more. This is the ideal quickreference for people who aspire to take the kind of picturesthey've always imagined.
Table of Contents:
1 | What is it? | 1 |
2 | What does it do? | 33 |
3 | How do I ...? | 87 |
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