Mastering Quantitative Finance with Modern C++

Idioma: inglés

Editorial: APress, US, 2026

9798868817922

  • Tapa blanda
  • Nuevo
Ver todos los detalles

Librería: Rarewaves USA United, HEBRON, KY, Estados Unidos de AmericaRarewaves USA United

Vendedor de 5 estrellas

Vendedor de IberLibro desde 20 de junio de 2025

Tapa blanda

Condición: Nuevo

EUR 68,18

Envío por EUR 44,63 
Se envía dentro de Estados Unidos de America

Cantidad disponible: Más de 20 disponibles

Añadir al carrito
Devoluciones gratuitas de 30 días

Descripción del artículo del vendedor

Learn to build robust, scalable financial models to position yourself as an expert in computational finance. At a time when the financial industry demands an increasingly complex and accurate mode, this book ensures you stay ahead of the curve by leveraging the latest advancements in programming to develop faster, more reliable, and maintainable financial software.To begin, you'll explore key features of C++23, object-oriented programming, and template-based design patterns critical for building reusable financial components. From there, dive into a range of numerical methods, including Monte Carlo simulations, binomial and trinomial trees, and finite difference schemes. Special attention is given to practical implementation details. Every chapter is designed to guide you step by step in transforming mathematical models into efficient, production-level C++ code. You will also learn to handle exotic derivatives, stochastic volatility, and jump-diffusion models, bridging the gap between theory and practice.In the end, you'll be equipped with the technical foundation and practical tools needed to design, implement, and analyze complex financial products. You will also be well-prepared to tackle the advanced interest rate and credit derivatives covered in further depth in De La Rosa's Advanced Quantitative Finance with Modern C++.What You Will Learn: Master modern C++23 syntax and features, including object-oriented and generic programming.Design flexible option payoff hierarchies for code reuse.Apply advanced numerical techniques such as Monte Carlo, binomial/trinomial trees, and finite difference methods.Calculate and interpret option sensitivities (Greeks).Model and price exotic options, including stochastic volatility and jump-diffusion models.Integrate mathematical finance concepts into production-quality C++ code.Who This Book is for:Quantitative analysts, financial engineers, researchers, and advanced developers who seek to deepen their knowledge of derivative pricing and computational finance using modern C++. Also suited for graduate students in quantitative finance or applied mathematics who want to complement their theoretical studies with robust coding skills.…

N° de ref. del artículo LU-9798868817922

Título
Mastering Quantitative Finance with Modern C++
Autor
Aaron De la Rosa
Editorial
APress, US
Año de publicación
2026
Estado
New
Encuadernación
Paperback
Idioma
inglés
ISBN 13
9798868817922

Rarewaves USA United

HEBRON, KY, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 20 de junio de 2025

Tarifas de envío en Estados Unidos de America

ArtículoDe 30 a 30 días hábilesDe 14 a 14 días hábiles
Primer artículoEUR 44,63EUR 59,80
Los plazos de entrega los establecen los vendedores y varían según el transportista y la ubicación. Los pedidos que pasan por la aduana pueden sufrir retrasos y los compradores son responsables de los aranceles o tarifas asociadas. Los vendedores pueden ponerse en contacto con usted en relación con cargos adicionales para cubrir cualquier aumento en los costes de envío de los artículos.

Métodos de pago

  • Visa
  • Mastercard
  • American Express
  • Carte Bleue
  • Apple Pay
  • Google Pay

Información empresarial del vendedor

Rarewaves USA

10100 West Sample Road, Ste 101
Coral Springs, FL Estados Unidos de America 33065