C++ for Financial Mathematics
eBook - PDF

C++ for Financial Mathematics

  1. 388 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

C++ for Financial Mathematics

About this book

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.

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access C++ for Financial Mathematics by John Armstrong in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Edition
1
Subtopic
Finance

Table of contents

  1. Cover
  2. Half Title
  3. Title Page
  4. Copyright Page
  5. Contents
  6. Introduction
  7. 1 Getting Started
  8. 2 Basic Data Types and Operators
  9. 3 Functions
  10. 4 Flow of Control
  11. 5 Working with Multiple Files
  12. 6 Unit Testing
  13. 7 Using C++ Classes
  14. 8 User-Defined Types
  15. 9 Monte Carlo Pricing in C++
  16. 10 Interfaces
  17. 11 Arrays, Strings, and Pointers
  18. 12 More Sophisticated Classes
  19. 13 The Portfolio Class
  20. 14 Delta Hedging
  21. 15 Debugging and Development Tools
  22. 16 A Matrix Class
  23. 17 An Overview of Templates
  24. 18 The Standard Template Library
  25. 19 Function Objects and Lambda Functions
  26. 20 Threads
  27. 21 Next Steps
  28. A Risk-Neutral Pricing
  29. Bibliography
  30. Index