
Learning Modern C++ for Finance: Foundations for Quantitative Programming
Author:Daniel Hanson (Author)
Publisher:O'Reilly Media
Edition:1st edition
Publication Date:2024-12-10
Language:English
Paperback:428pages
ISBN-10:1098100808
ISBN-13:9781098100803
Book Description
About the Author
Daniel Hanson spent over 20 years in quantitative development in finance, primarily with C++ implementation of option pricing and portfolio risk models, trading systems, and library development. He now holds a full-time lecturer position in the Department of Applied Mathematics at the University of Washington, teaching quantitative development courses in the Computational Finance & Risk Management (CFRM) undergraduate and graduate programs. Among the classes he teaches is graduate-level sequence in C++ for quantitative finance, ranging from an introductory level through advanced. He also mentors Google Summer of Code student projects involving mathematical model implementations in C++ and R.
下载地址
PDF, EPUB | 7 MB | 2024-11-20
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