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)