C++ for Financial Mathematics

by John Armstrong

If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you. C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need to know to price derivatives in C++ without unnecessary complexities or technicalities. It leads the reader step-by-step from programming novice to writing a sophisticated and flexible financial mathematics library. At every step, each new idea is motivated and illustrated with concrete financial examples. As employers understand, there is more to programming than knowing a computer language. As well as covering the core language features of C++, this book teaches the skills needed to write truly high quality software. These include topics such as unit tests, debugging, design patterns and data structures. The book teaches everything you need to know to solve realistic financial problems in C++. It can be used for self-study or as a textbook for an advanced undergraduate or master’s level course.

388 pages, Hardcover

Published December 28, 2016

About the author

John Armstrong is a British philosopher living in Melbourne, Australia. He was born 1966 in Glasgow and worked as a research fellow at the University of London. Armstrong works currently as the Philosopher-in-Residence at the Melbourne Business School at the Melbourne University. He is author of several books on philosophical themes.