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C++ for financial mathematics / John Armstrong, King's College London, Strand, UK.

By: Armstrong, John, 1972- [author].
Material type: materialTypeLabelBookSeries: Chapman & Hall/CRC financial mathematics series: Publisher: Boca Raton : CRC Press, [2017]Copyright date: ©2017Description: 1 online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781315368382; 9781315320304.Subject(s): Finance -- Mathematical models | Finance -- Mathematical models -- Data processing | C++ (Computer program language)Additional physical formats: Print version: : No titleDDC classification: 332.0285513 Online resources: Click here to view.
Contents:
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.
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"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.

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