Athena Scientific, 1995. - 293 pages. The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual...
Athena Scientific, 3 ed. 2005. - 558 pages. The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual...
Elsevier Insights, 2013. — 252 p. This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which are relatively simple and can be used for...
Wiley, 1st ed. 2007. - 264 pages. The goal of trading is to make money, and for many, profits are the best way to measure that success. Author Valerii Salov knows how to calculate potential profit, and in Modeling Maximum Trading Profits with C++, he outlines an original and thought-provoking approach to trading that will help you do the same. This detailed guide will show you...
Pearson, 2 edition (July 17, 2005). - 624 pages.
With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous...
Cambridge University Press, 2 edition, 2008. - 308 pages This is the first book on implementing financial models using object-oriented C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via carefully-chosen examples. This new edition includes several new chapters covering topics of...
Springer, 1st edition, 2001. - 224 pages. Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often...
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. Wiley; 1 edition...
7th ed. — Mason, 2003. The purpose of this book is to help you learn how to manage your money to derive the maximum benefit from what you earn. Mixing investment instruments and capital markets with the theoretical detail on evaluating investments and opportunities to satisfy risk-return objectives along with how investment practice and theory is influenced by globalization...
John Wiley & Sons, 2004. - 422 pages. Wiley Finance Series. ISBN: 978-0470024690
Excel is the industry standard for financial modelling, providing a number of ways for users to extend the functionality of their own add-ins, including VB. C/C++. Excel Add-in Development in C/C++ - Applications for Finance is a how-to guide and reference book for the creation of high performance...
Addison-Wesley Professional, 1999. — 832 p. The C++ Standard Library not only provides comprehensive documentation of each library component, it also offers clearly written explanations of complex concepts, describes the practical programming details needed for effective use, and gives example after example of working code. About this Book Introduction to C++ and the Standard...