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Item Details
Title: C++ FOR FINANCIAL MATHEMATICS
By: John Armstrong
Format: Electronic book text

List price: £49.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1498750079
ISBN 13: 9781498750073
Publisher: TAYLOR & FRANCIS INC
Pub. date: 6 January, 2017
Series: Chapman and Hall/CRC Financial Mathematics Series
Pages: 388
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.
Illustrations: 60 Illustrations, black and white
Publication: US
Imprint: Chapman & Hall/CRC
Returns: Non-returnable
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