Mastering Quantitative Finance with Modern C++

Lingua: inglese

Editore: Apress, Apress Jan 2026, 2026

9798868817922

Da: Wegmann1855, Zwiesel, GermaniaWegmann1855

Venditore con 5 stelle

Venditore AbeBooks dal 2 giugno 2022

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Descrizione dell’articolo da parte del venditore

Neuware -Learn to build robust, scalable financial models to position yourself as an expert in computational finance. At a time when the financial industry demands an increasingly complex and accurate mode, this book ensures you stay ahead of the curve by leveraging the latest advancements in programming to develop faster, more reliable, and maintainable financial software.To begin, you’ll explore key features of C++23, object-oriented programming, and template-based design patterns critical for building reusable financial components. From there, dive into a range of numerical methods, including Monte Carlo simulations, binomial and trinomial trees, and finite difference schemes. Special attention is given to practical implementation details. Every chapter is designed to guide you step by step in transforming mathematical models into efficient, production-level C++ code. You will also learn to handle exotic derivatives, stochastic volatility, and jump-diffusion models, bridging the gap between theory and practice.In the end, you’ll be equipped with the technical foundation and practical tools needed to design, implement, and analyze complex financial products. You will also be well-prepared to tackle the advanced interest rate and credit derivatives covered in further depth in De La Rosa’s Advanced Quantitative Finance with Modern C++.What You Will Learn:Master modern C++23 syntax and features, including object-oriented and generic programming.Design flexible option payoff hierarchies for code reuse.Apply advanced numerical techniques such as Monte Carlo, binomial/trinomial trees, and finite difference methods.Calculate and interpret option sensitivities (Greeks).Model and price exotic options, including stochastic volatility and jump-diffusion models.Integrate mathematical finance concepts into production-quality C++ code.Who This Book is for:Quantitative analysts, financial engineers, researchers, and advanced developers who seek to deepen their knowledge of derivative pricing and computational finance using modern C++. Also suited for graduate students in quantitative finance or applied mathematics who want to complement their theoretical studies with robust coding skills.

Codice articolo 9798868817922

Titolo
Mastering Quantitative Finance with Modern C++
Autore
Aaron de la Rosa
Editore
Apress, Apress Jan 2026
Anno di pubblicazione
2026
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 13
9798868817922
Peso dell'articolo
1685 grammi
Dimensioni
254x178x49 mm

Wegmann1855

Zwiesel, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 2 giugno 2022

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 9 a 30 giorni lavorativiDa 8 a 14 giorni lavorativi
Primo articoloEUR 25,95EUR 32,95
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