9781584884798

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

by ;
  • ISBN13:

    9781584884798

  • ISBN10:

    1584884797

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 11/19/2013
  • Publisher: Chapman & Hall/
  • Purchase Benefits
  • Free Shipping On Orders Over $59!
    Your order must be $59 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
  • Get Rewarded for Ordering Your Textbooks! Enroll Now
List Price: $92.00 Save up to $50.74
  • Buy New
    $89.24
    Add to Cart Free Shipping

    USUALLY SHIPS IN 3-5 BUSINESS DAYS

Supplemental Materials

What is included with this book?

  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
  • The eBook copy of this book is not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

Summary

Both a textbook for students as well as a reference guide for professionals, Quantitative Finance: An Object-Oriented Approach in C++ builds a foundation in the key methods and models of quantitative finance from the perspective of their implementation in C++. It introduces computational finance in a pragmatic manner, focusing on practical implementation. The author takes an object-oriented approach that starts from simple building blocks for assembling more complex and powerful models. The author expresses models and algorithms of the industry-standard C++ language and includes working C++ source code on a CD-ROM that accompanies the book.

Table of Contents

A Brief Review of the C++ Programming Language
Basic Building Blocks
Portfolio Optimization and Asset Pricing
Lattice Models
The Black/Scholes World
Finite Difference Methods for Partial Differential Equations
Implied Volatility and Implied Distributions
Monte Carlo Simulation
The Heath/Jarrow/Morton Model
The Lognormal Forward Rate "Market Models"
Case Studies of the Object-Oriented Approach
Table of Contents provided by Publisher. All Rights Reserved.

Rewards Program

Write a Review