Normal view MARC view ISBD view

C++ for financial mathematics

By: Armstrong, John.
Series: Chapman & Hall/CRC Financial Mathematics Series. Publisher: Boca Raton CRC Press 2017Description: xxii, 388 p.ISBN: 9781498750059.Subject(s): Finance - Mathematical models | C++ - Computer program language | Programming languages - Computers | Computer programmingDDC classification: 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
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Item location Collection Call number Status Date due Barcode
Books Vikram Sarabhai Library
Slot 611 (0 Floor, West Wing) Non-fiction 332.0285513 A7C7 (Browse shelf) Available 195800

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

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha