- Добавил: bhaer
- Дата: 29-01-2017, 15:08
- Комментариев: 0
![](/uploads/posts/2017-01/thumbs/1485691773_2.jpg)
Название: C++ for Financial Mathematics
Автор: John Armstrong
Издательство: CRC
Год: 2017
Страниц: 410
Формат: PDF
Размер: 11 Mb
Язык: English
If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you.
C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need to know to price derivatives in C++ without unnecessary complexities or technicalities. It leads the reader step-by-step from programming novice to writing a sophisticated and flexible financial mathematics library. At every step, each new idea is motivated and illustrated with concrete financial examples.