C++ for Financial Mathematics
eBook - PDF

C++ for Financial Mathematics

  1. 388 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

C++ for Financial Mathematics

Book details
Table of contents
Citations

About This Book

If you know a little bit about financial mathematics but don't yet know a lot about programming, then C++ for Financial Mathematics is for you.

C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need to know to price derivatives in C++ without unnecessary complexities or technicalities. It leads the reader step-by-step from programming novice to writing a sophisticated and flexible financial mathematics library. At every step, each new idea is motivated and illustrated with concrete financial examples.

As employers understand, there is more to programming than knowing a computer language. As well as covering the core language features of C++, this book teaches the skills needed to write truly high quality software. These include topics such as unit tests, debugging, design patterns and data structures.

The book teaches everything you need to know to solve realistic financial problems in C++. It can be used for self-study or as a textbook for an advanced undergraduate or master's level course.

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Yes, you can access C++ for Financial Mathematics by John Armstrong in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Chapman and Hall/CRC
Year
2017
ISBN
9781498750066
Edition
1
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Cover
  2. Half Title
  3. Title Page
  4. Copyright Page
  5. Contents
  6. Introduction
  7. 1 Getting Started
  8. 2 Basic Data Types and Operators
  9. 3 Functions
  10. 4 Flow of Control
  11. 5 Working with Multiple Files
  12. 6 Unit Testing
  13. 7 Using C++ Classes
  14. 8 User-Defined Types
  15. 9 Monte Carlo Pricing in C++
  16. 10 Interfaces
  17. 11 Arrays, Strings, and Pointers
  18. 12 More Sophisticated Classes
  19. 13 The Portfolio Class
  20. 14 Delta Hedging
  21. 15 Debugging and Development Tools
  22. 16 A Matrix Class
  23. 17 An Overview of Templates
  24. 18 The Standard Template Library
  25. 19 Function Objects and Lambda Functions
  26. 20 Threads
  27. 21 Next Steps
  28. A Risk-Neutral Pricing
  29. Bibliography
  30. Index