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Advanced Quantitative Finance With C++
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Product Description: Create and implement mathematical models in C++ using Quantitative FinanceAbout This Book Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives The complex models are explained step-by-step along with a flow chart of every implementation Illustrates each asset class with fully solved C++ examples, both basic and advanced, that support and complement the text Who This Book Is ForIf you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you...read more
By Alonso Pena
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Paperback:

9781782167228 | Packt Pub Ltd, May 18, 2014, cover price $26.99 | About this edition: Create and implement mathematical models in C++ using Quantitative FinanceAbout This Book Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives The complex models are explained step-by-step along with a flow chart of every implementation Illustrates each asset class with fully solved C++ examples, both basic and advanced, that support and complement the text Who This Book Is ForIf you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you.

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