John Armstrong - C++ for Financial Mathematics (Chapman and Hall/...
- Category Other
- Type E-Books
- Language English
- Total size 3.0 MB
- Uploaded By Jkiller
- Downloads 183
- Last checked 3 days ago
- Date uploaded 8 years ago
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Infohash : FBAE3649559EBF366CAD1A25499315F28B3D018B
Book Description
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.
Files:
- John Armstrong - C++ for Financial Mathematics.pdf (3.0 MB)
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