Advanced Quantitative Finance with C++

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Product description

The book takes the reader through a fast but structured crash-course in quantitative finance, from theory to practice. If you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you. You should be familiar with the basic programming concepts and C programming language. You should also be acquainted with calculus of undergraduate level.

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Details

  • ISBN13 9781782167235
  • Publisher Packt Publishing
  • Format Elektronisk medie
  • Edition 1
  • Language English