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Cplusplus.for.Financial.Mathematics.pdf
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上传时间: 2017-02-06
详细说明： 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 boo k 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. Table of Contents Chapter 1 Getting Started Chapter 2 Basic Data Types and Operators Chapter 3 Functions Chapter 4 Flow of Control Chapter 5 Working with Multiple Files Chapter 6 Unit Testing Chapter 7 Using C++ Classes Chapter 8 User-Defined Types Chapter 9 Monte Carlo Pricing in C++ Chapter 10 Interfaces Chapter 11 Arrays, Strings, and Pointers Chapter 12 More Sophisticated Classes Chapter 13 The Portfolio Class Chapter 14 Delta Hedging Chapter 15 Debugging and Development Tools Chapter 16 A Matrix Class Chapter 17 An Overview of Templates Chapter 18 The Standard Template Library Chapter 19 Function Objects and Lambda Functions Chapter 20 Threads Chapter 21 Next Steps ...展开收缩
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