Written as a tutorial on how to think about, organise and implement programs in scientific computing, this book achieves its goal through an eclectic and wide-ranging collection of projects. Each project presents a problem and an algorithm for solvi
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 prospe
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 prospe
The basic layout of my notes originally was constrained to the ve option themes of IB: geometry, discrete mathematics, abstract algebra, series and ordinary dierential equations, and inferential statistics. However, I have since added a short chapte
