Articles liés à C++ for Financial Mathematics

C++ for Financial Mathematics - Couverture souple

Livre 35 sur 71: Chapman and Hall/CRC Financial Mathematics

Armstrong, John

 
9781032097213: C++ for Financial Mathematics
Couverture souple
ISBN 10 : 1032097213 ISBN 13 : 9781032097213
Editeur : Routledge, 2021

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

John Armstrong is a Lecturer in financial mathematics, probability and statistics at King’s College London. He has 15 years experience in the financial industry working as a software architect. He co-founded Yolus and designed their innovative risk management system which was adopted by numerous major banks. He has also worked for ION Trading, Dresdner Kleinwort Wasserstein and was an executive director at Goldman Sachs.

À propos de la quatrième de couverture

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 deriv

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Routledge
Date d'édition
2021
Langue
anglais
ISBN 10 
1032097213
ISBN 13 
9781032097213
Reliure
Broché
Nombre de pages
410
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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