Advanced quantitative finance with C++ : create and implement mathematical models in C++ using Quantative Finance
88 Citations•2014•
Alonso Peña
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This book takes the reader through a fast but structured crash-course in quantitative finance, from theory to practice, and gives a quick hands-on introduction to the pricing of financial derivatives.
Abstract
The book takes the reader through a fast but structured crash-course in quantitative finance, from theory to practice. If you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you. You should be familiar with the basic programming concepts and C++ programming language. You should also be acquainted with calculus of undergraduate level.