Quantitative Finance

<p><strong>Quantitative Finance: An Object-Oriented Approach in C++</strong> 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++. </p><p>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.</p><p>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.</p><p><em>Web Resource</em>The author’s website provides fully functional C++ code including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product) it nevertheless compiles runs and deals with full rather than toy problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity. </p>