9781584884798

Quantitative Finance: An Object-Oriented Approach in C++

  • ISBN 13:

    9781584884798

  • ISBN 10:

    1584884797

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 11/19/2013
  • Publisher: Chapman & Hall/

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

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Summary

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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