C++ for financial mathematics

By:

Armstrong, John

Series: Chapman & Hall/CRC Financial Mathematics SeriesPublication details: CRC Press 2017 Boca RatonDescription: xxii, 388 pISBN:

9781498750059

Subject(s):

DDC classification:

A7C7 332.0285513

Summary: 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. https://www.crcpress.com/C-for-Financial-Mathematics/Armstrong/p/book/9781498750059

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	332.0285513 A7C7 (Browse shelf(Opens below))	Available		195800
Book	Visakhapatnam		332.0285513 ARM (Browse shelf(Opens below))	Available		IIMV-000950

Total holds: 0

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.

https://www.crcpress.com/C-for-Financial-Mathematics/Armstrong/p/book/9781498750059

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