John Armstrong

C++ for Financial Mathematics

• Broschiertes Buch

Produktbeschreibung

If you know a little bit about financial mathematics but donâ 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

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Ltd
• Seitenzahl: 410
• Erscheinungstermin: 30. Juni 2021
• Englisch
• Abmessung: 234mm x 156mm x 21mm
• Gewicht: 604g
• ISBN-13: 9781032097213
• ISBN-10: 1032097213
• Artikelnr.: 62153220

Autorenporträt

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.

Inhaltsangabe

Introduction. Getting Started. Basic Data Types and Operators. Functions.
Flow of Control. Working with Multiple Files. Unit Testing. Using C++
Classes. User-Defined Types. Monte Carlo Pricing in C++. Interfaces.
Arrays, Strings, and Pointers. More Sophisticated Classes. The Portfolio
Class. Delta Hedging. Debugging and Development ToolsA Matrix Class. An
Overview of Templates. The Standard Template Library. Function Objects and
Lambda Functions. Threads. Next Steps. Appendix: Risk-Neutral Pricing