Quantitative Finance An Object-Oriented Approach in C++
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through...
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Boca Raton, FL :
Chapman and Hall/CRC
[2018].
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| Edition: | 1st edition |
| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629537206719 |
| Summary: | Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web ResourceThe author’s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity. |
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| Item Description: | Description based upon print version of record. |
| Physical Description: | 1 online resource (350 p.) Also available in print format |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 9781315359854 9781315361994 9781315365435 9781498785549 9781584884798 |
