Quantitative Finance: An Object-Oriented Approach in C++

By Erik Schlögl and Erik Schlogl

This text provides readers with a foundation in the key methods and models of quantitative finance. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. It also presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. C++ code and other materials are available on the author's website.

• Format: Hardcover
• Language: English
• ISBN: 1584884797
• ISBN13: 9781584884798
• Release Date: November 2013
• Publisher: CRC Press
• Length: 354 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.1" x 6.4" x 9.3"