Quantitative Finance with Rust: Fast-Track Crash Course: Learn Rust for Options Pricing, Portfolio Optimization, and Monte Carlo Simulation - Brossura

Libro 7 di 7: Rust for Finance & Data Science Series: The Ultimate Rust Programming Series for Finance, Data Science & High-Performance

Crossley, Ethan; Van Der Post, Hayden

 
9798265832863: Quantitative Finance with Rust: Fast-Track Crash Course: Learn Rust for Options Pricing, Portfolio Optimization, and Monte Carlo Simulation

Sinossi

Reactive Publishing

Learn Rust for Quantitative Finance, Fast

Quantitative finance is all about speed, from pricing models to risk analysis, and Rust is the language built for high-performance computation. Quantitative Finance with Rust: Fast-Track Crash Course gives you a practical, accelerated path to mastering Rust for real-world finance applications.

Inside, you’ll cover:

  • Options Pricing Models: Implement Black-Scholes and binomial models in Rust

  • Portfolio Optimization: Build efficient frontiers and risk-return optimizers

  • Monte Carlo Simulations: Run reproducible, high-speed simulations for pricing and risk analysis

  • Data Handling & Visualization: Process large datasets and visualize results seamlessly

  • Concurrency & Parallelism: Exploit Rust’s memory safety and multithreading to scale computations

This crash course is designed to take you from zero to productive fast, with clear explanations, working code examples, and hands-on exercises that let you start applying Rust to real trading and investment problems immediately.


Why This Book?
  • Accelerated Learning: Covers the core finance applications of Rust in a compact, no-fluff format

  • Practical Focus: Every chapter includes examples you can run, tweak, and expand

  • Perfect for Busy Quants: Learn exactly what you need to know, nothing more, nothing less

    If you want to add Rust to your quant toolkit and start writing production-ready financial code, this crash course is your shortcut.

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