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C++ for Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)
C for Financial Mathematics - Chapman and Hall/CRC Financial Mathematics Series Author:John Armstrong This book simultaneously introduces C++ programming techniques and numerical techniques for derivative pricing and risk management. The techniques covered include Monte Carlo pricing, finite difference methods, simulations and risk calculations. These numerical methods are used to develop an understanding and intuition for financial mathematics ... more »without requiring any sophisticated mathematical machinery. The book covers object oriented programming in C++, C-style programming with pointers, an introduction to both templates and multi-threaded programming. The book also covers important software development best practices such as unit testing, source control and continuous integration.« less