Practical .NET for Financial Markets

版权声明:原创作品,允许转载,转载时请务必以超链接形式标明文章原始出版、作者信息和本声明。否则将追究法律责任。 http://blog.csdn.net/topmvp - topmvp

This unique book examines up-to-the-minute uses of technology in financial markets and then explains how you can profit from that knowledge. To participate in mainstream .NET development, you must address the changes in financial markets by using the most sophisticated tools available, Microsoft .NET technology.

Software developers and architects, IT pros, and tech-savvy business users alike will find this book comprehensive and relevant. Each chapter presents problems and solutions that cover business aspects and relevant .NET features. Each aspect of .NET is analyzed in its proper context, so you'll understand why it is relevant and applicable in a real-life business case.


http://rapidshare.com/files/53346830/1590595645.zip
This book presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making Part I provides basic background in statistics which includes linear regression and extensions to generalized linear models and nonlinear regression multivariate analysis likelihood inference and Bayesian methods and time series analysis It also describes applications of these methods to portfolio theory and dynamic models of asset returns and their volatilities Part II presents advanced topics in quantitative finance and introduces a substantive empirical modeling approach to address the discrepancy between finance theory and market data It describes applications to option pricing interest rate markets statistical trading strategies and risk management Nonparametric regression advanced multivariate and time series methods in financial econometrics and statistical models for high frequency transactions data are also introduced in this connection The book has been developed as a textbook for courses on statistical modeling in quantitative finance in master"s level financial mathematics or engineering and computational or mathematical finance programs It is also designed for self study by quantitative analysts in the financial industry who want to learn more about the background and details of the statistical methods used by the industry It can also be used as a reference for graduate statistics and econometrics courses on regression multivariate analysis likelihood and Bayesian inference nonparametrics and time series providing concrete examples and data from financial markets to illustrate the statistical methods ">This book presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making Part I provides basic background in statistics which includes linear regression and extensions to generalized linear mode [更多]
This is a hands-on book for programmers who want to learn about how C++ is used in the financial industry. The book concentrates on the parts of the language that are more frequently used to write financial software, including the STL (standard template library), templates, and support for numerical libraries. I also describe many of the important problems in financial engineering that are part of the day-to-day work of financial programmers and quantitative analysts in investment banks and hedge funds. The book provides how-to examples that cover all the major tools and concepts used to build working solutions for financial applications. Each chapter teaches readers how to use advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost. I discuss how to create correct and efficient applications, leveraging knowledge of object-oriented and template- based programming. I assume only a basic knowledge of C and C++, and build on these concepts to explain techniques already mastered by developers who are familiar with modern C++. In the process of writing this book, I was concerned with providing a great value for readers who are trying to use their programming knowledge to become proficient in the style of programming used in financial institutions such as banks, hedge funds, and other companies in the financial industry. However, I have introduced the topics covered in the book in a logical and structured way, so that even novice programmers will be able to absorb the most important topics and competencies necessary to develop financial applications in C++. An important feature of the book is its focus on specific themes and practical solutions for financial problems. While the emphasis is not on the theoretical aspects of finance, I do discuss topics such as numerical algorithms, integration techniques, and differential equations for derivative valuation. Moreover, the reader will gain a good understanding of how to model such problems using modern C++ concepts. The financial literature for programmers typically has a large number of books written from an academic standpoint, with most of the time spent on the discussion of mathematics concepts behind algorithms, rather than the software engineering challenges that developers need to overcome ers. Therefore, in this book, I decided to focus on working solutions for common programming problems, in the form of code examples, offering readers much more value for their reading efforts.
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值