This book is a thorough introduction to C++ and how to use it to write non-trivial and robust applications in Quantitative Finance.
Some special features of the book are:
A full discussion of C++ syntax (as described in Stroustrup, 1997)
Advanced topics in C++: memory management, exceptions, templates and RTTI
An introduction to data structures and Complexity Analysis
The Standard Template Library (STL) and its applications to Quantitative Finance
Introduction to Design Patterns and integration into Quantitative Finance applications
Creating real applications for derivative pricing Working source code for all chapters and applications
After having read this book, studied the code and done the exercises you will be in a position to appreciate how to use C++ for Quantitative Finance.
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