Armstrong, John, 1972-,
C++ for financial mathematics / John Armstrong, King's College London, Strand, UK. - 1 online resource - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .
"A Chapman & Hall book."
1. Getting started -- 2. Basic data types and operators -- 3. Functions -- 4. Flow of control -- 5. Working with multiple files -- 6. Unit testing -- 7. Using C++ classes -- 8. User-defined types -- 9. Monte Carlo pricing in C++ -- 10. Interfaces -- 11. Arrays, strings, and pointers -- 12. More sophisticated classes -- 13. The portfolio class -- 14. Delta hedging -- 15. Debugging and development tools -- 16. A matrix class -- 17. An overview of templates -- 18. The standard template library -- 19. Function objects and lambda functions -- 20. Threads -- 21. Next steps.
9781315368382 9781315320304
10.1201/9781315368382 doi
Finance--Mathematical models.
Finance--Mathematical models--Data processing.
C++ (Computer program language)
HG106 / .A678 2017
332.0285513 / A736
C++ for financial mathematics / John Armstrong, King's College London, Strand, UK. - 1 online resource - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .
"A Chapman & Hall book."
1. Getting started -- 2. Basic data types and operators -- 3. Functions -- 4. Flow of control -- 5. Working with multiple files -- 6. Unit testing -- 7. Using C++ classes -- 8. User-defined types -- 9. Monte Carlo pricing in C++ -- 10. Interfaces -- 11. Arrays, strings, and pointers -- 12. More sophisticated classes -- 13. The portfolio class -- 14. Delta hedging -- 15. Debugging and development tools -- 16. A matrix class -- 17. An overview of templates -- 18. The standard template library -- 19. Function objects and lambda functions -- 20. Threads -- 21. Next steps.
9781315368382 9781315320304
10.1201/9781315368382 doi
Finance--Mathematical models.
Finance--Mathematical models--Data processing.
C++ (Computer program language)
HG106 / .A678 2017
332.0285513 / A736