Advanced Quantitative Finance with Modern C++
Idioma: inglés
Editorial: Apress, 2026
- Tapa blanda
- Nuevo
Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
Vendedor de IberLibro desde 11 de junio de 1999
Condición: Nuevo
EUR 65,12
Cantidad disponible: 6 disponibles
Añadir al carritoDescripción del artículo del vendedor
New Book. Shipped from UK. Established seller since 2000.
N° de ref. del artículo DB-9798868820588
- Título
- Advanced Quantitative Finance with Modern C++
- Autor
- De La Rosa, Aaron
- Editorial
- Apress
- Año de publicación
- 2026
- Estado
- New
- Encuadernación
- PAP
- Idioma
- inglés
- ISBN 13
- 9798868820588
- Peso del artículo
- 1215 gramos
From the elegance of the Black–Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost.
You’ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivatives. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps.
Packed with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you’re a quant developer, financial engineer, or an advanced student, you’ll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor.
What You Will Learn
- Understand the mathematics behind Black–Scholes, Vasicek, Hull–White, CIR, BDT, Black–Karasinski, and other core models.
- Apply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing.
- Build and value swaps, swaptions, FRAs, bonds, callable/convertible debt, and multi-curve term structures.
- Implement barrier, multi-asset, hybrid, and structured products in C++.
- Model credit default swaps, cross-currency swaps, and total return structures.
- Use QuantLib and Boost to create production-grade pricing engines and calibration tools.
- Employ Gaussian models, market models, and global optimizers for fitting market data.
- Integrate code into professional workflows, ensuring speed, accuracy, and maintainability.
Who This Book is for:
Quantitative developers, financial engineers, traders, analysts, and graduates students using C++, QuantLib, Boost, and robust tools to price, hedge, and manage risk for complex financial instruments―and for software engineers aiming to bridge theory and industry practice in quantitative finance.
Optional prerequisite: Mastering Quantitative Finance with Modern C++: Foundations, Derivatives, and Computational Methods, for readers who want to build a solid foundation before tackling the advanced models and projects in this book.
“Sinopsis” puede pertenecer a otra edición de este título.
Acerca del autor
Aaron De la Rosa is a Fixed Income Quantitative Researcher and C++ Quant Developer specializing in the design and implementation of advanced models for derivative pricing and risk management. With a strong focus on option valuation, particularly exotic and path-dependent instruments, Aaron bridges the gap between theoretical finance and real-world application through high-performance C++ development.
He has extensive experience leveraging QuantLib, the industry-standard open-source library for quantitative finance, to build scalable and production-level solutions in fixed income, structured products, and derivative pricing. His work spans the full spectrum of financial engineering—from modeling stochastic processes and volatility surfaces to constructing efficient numerical solvers such as finite difference methods, Monte Carlo simulations, and lattice-based trees.
Aaron’s passion lies in translating complex financial mathematics into robust, maintainable C++ code. His contributions are guided by modern software engineering principles, with an emphasis on clean architecture, reusable components, and computational efficiency. His expertise is not only technical but also deeply grounded in financial theory, enabling him to craft solutions that are both mathematically sound and software-engineered for performance.
When he’s not developing quantitative models or enhancing pricing frameworks, Aaron actively contributes to the financial developer community and explores new frontiers in interest rate modeling, credit derivatives, and modern C++ design.
“Acerca de” puede pertenecer a otra edición de este título.
PBShop.store UK
Fairford, GLOS, Reino Unido
Vendedor de IberLibro desde 11 de junio de 1999
Tarifas de envío de Reino Unido a Estados Unidos de America
| Artículo | De 10 a 20 días hábiles | De 10 a 20 días hábiles |
|---|---|---|
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