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C++ for Financial Mathematics - Armstrong, John
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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 ...

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C++ for Financial Mathematics 2021, Chapman & Hall/CRC

ISBN-13: 9781032097213

Paperback

C++ for Financial Mathematics 2016, Chapman & Hall/CRC

ISBN-13: 9781498750059

Hardcover