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Quantitative Finance: Object-Oriented Approach In C++

Quantitative Finance: Object-Oriented Approach In C++

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  • ISBN:9781584884798
  • Editorial: Chapman & Hall Co.
  • Fecha de la edición:
  • Encuadernación:Tapa dura
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:354
  • Idiomas:Ingles

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Both a textbook for students as well as a reference guide for professionals, "Quantitative Finance: 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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