Quantitative Finance

An Object-Oriented Approach in C++

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Finance & Investing, Finance
Cover of the book Quantitative Finance by Erik Schlogl, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Erik Schlogl ISBN: 9781315359854
Publisher: CRC Press Publication: September 3, 2018
Imprint: Chapman and Hall/CRC Language: English
Author: Erik Schlogl
ISBN: 9781315359854
Publisher: CRC Press
Publication: September 3, 2018
Imprint: Chapman and Hall/CRC
Language: English

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 Resource
The 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 Resource
The 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.

More books from CRC Press

Cover of the book Biotechnology: Recent Trends and Emerging Dimensions by Erik Schlogl
Cover of the book Twenty-First Century Estate Agency by Erik Schlogl
Cover of the book Natural History Of Hidden Animals by Erik Schlogl
Cover of the book Volcanic Rocks and Soils by Erik Schlogl
Cover of the book Physiological Models in Microbiology by Erik Schlogl
Cover of the book Diagram Genus, Generators, and Applications by Erik Schlogl
Cover of the book Ligand Exchange Chromatography by Erik Schlogl
Cover of the book The Business Occupier's Handbook by Erik Schlogl
Cover of the book Drug-Acceptor Interactions by Erik Schlogl
Cover of the book The Rebound Effect in Home Heating by Erik Schlogl
Cover of the book Embedded Software Development for Safety-Critical Systems by Erik Schlogl
Cover of the book Optical Sensors for Biomedical Diagnostics and Environmental Monitoring by Erik Schlogl
Cover of the book Measurement, Instrumentation, and Sensors Handbook by Erik Schlogl
Cover of the book Human Sectional Anatomy by Erik Schlogl
Cover of the book Snow Engineering 2000: Recent Advances and Developments by Erik Schlogl
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy