Read Quantitative Finance: An Object-Oriented Approach in C++ (Chapman and Hall/CRC Financial Mathematics Series) by Erik Schlogl Online Quantitative Finance: An Object-Oriented Approach in C++ (Chapman and Hall/CRC Financial Mathematics Series) Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. It presents recipes and extensible code building block
| Title | : | Quantitative Finance: An Object-Oriented Approach in C++ (Chapman and Hall/CRC Financial Mathematics Series) |
| Author | : | Erik Schlogl |
| Rating | : | 4.64 (255 Votes) |
| Id Book | : | 1584884797 |
| Format Type | : | Hardcover |
| Number of Pages | : | 354 Pages |
| Publish Date | : | 2013-11-19 |
| Type File | : | PDF, DOC, RTF, ePub |
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing.Web ResourceThe author’s website provides fully functional
Erik Schlögl currently is Professor and Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in computational financial engineering. He has consulted for financial institutions and software developers in Europe, Australia and in the US. His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk. He has published articles in a number of international journals, including Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. In addition to UTS, he held positions at the University of New South Wales, Australia, and the Uni
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