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Quantitative Finance : Object Oriented Applications in C++

ISBN: 9781584884798 | 1584884797
Edition: 1st
Format: Hardcover
Publisher: Chapman & Hall/
Pub. Date: 11/19/2013

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Both a textbook for students as well as a reference guide for professionals, Quantitative Finance: An Object-Oriented Approach in C++ builds a foundation in the key methods and models of quantitative finance from the perspective of their implementation in C++. It introduces computational finance in a pragmatic manner, focusing on practical implementation. The author takes an object-oriented approach that starts from simple building blocks for assembling more complex and powerful models. The author expresses models and algorithms of the industry-standard C++ language and includes working C++ source code on a CD-ROM that accompanies the book.


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