C++ for Financial Mathematics

<p>If you know a little bit about financial mathematics but don’t yet know a lot about programming then <em>C++ for Financial Mathematics</em> is for you.</p><p>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.</p><p>As employers understand there is more to programming than knowing a computer language. As well as covering the core language features of C++ this book teaches the skills needed to write truly high quality software. These include topics such as unit tests debugging design patterns and data structures. </p><p>The book teaches everything you need to know to solve realistic financial problems in C++. It can be used for self-study or as a textbook for an advanced undergraduate or master’s level course.</p>