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Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

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Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.

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The C++ Programming Language (hardcover) (4th Edition)
The C++ Programming Language (hardcover) (4th Edition)

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Java: The Complete Reference, Ninth Edition

Publisher's Note: Products purchased from Third Party sellers are not guaranteed by the publisher for quality, authenticity, or access to any online entitlements included with the product.

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With its focus on creating efficient data structures and algorithms, this comprehensive text helps readers understand how to select or design the tools that will best solve specific problems. It uses Microsoft C++ as the programming language and is suitable for second-year data structure courses and computer science courses in...

Algorithms in a Nutshell: A Practical Guide
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Creating robust software requires the use of efficient algorithms, but programmers seldom think about them until a problem occurs. This updated edition of Algorithms in a Nutshell describes a large number of existing algorithms for solving a variety of problems, and helps you select and implement the right algorithm for your...

Mastering Cloud Computing: Foundations and Applications Programming
Mastering Cloud Computing: Foundations and Applications Programming

Mastering Cloud Computing is designed for undergraduate students learning to develop cloud computing applications. Tomorrow's applications won’t live on a single computer but will be deployed from and reside on a virtual server, accessible anywhere, any time. Tomorrow's application developers need to understand the...

C++ Without Fear: A Beginner's Guide That Makes You Feel Smart
C++ Without Fear: A Beginner's Guide That Makes You Feel Smart

If you’ve always wanted to learn how to program a computer, or to learn the widely used C++ programming language in particular, C++ Without Fear, Second Edition, offers...

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