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Quantitative Finance: An Object-Oriented Approach in C++

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Quantitative Finance: An Object-Oriented Approach in C++ - Schlogl, Erik
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This text provides readers with a foundation in the key methods and models of quantitative finance. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. It also presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. C++ code and other materials are available on the author's ...

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Quantitative Finance: An Object-Oriented Approach in C++ 2013, CRC Press, Oxford

ISBN-13: 9781584884798

Hardcover