Mastering Quantitative Finance with Modern C++ | Foundations, Derivatives, and Computational Methods
Idioma: inglés
Editorial: Apress, 2026
- Tapa blanda
- Nuevo

Librería: preigu, Osnabrück, Alemaniapreigu
Vendedor de IberLibro desde 5 de agosto de 2024
Condición: Nuevo
EUR 61,40
Cantidad disponible: 1 disponible
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Mastering Quantitative Finance with Modern C++ | Foundations, Derivatives, and Computational Methods | Aaron de la Rosa | Taschenbuch | xxxviii | Englisch | 2026 | Apress | EAN 9798868817922 | Verantwortliche Person für die EU: APress in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
N° de ref. del artículo 134490058
- Título
- Mastering Quantitative Finance with Modern C++ | Foundations, Derivatives, and Computational Methods
- Autor
- Aaron de la Rosa
- Editorial
- Apress
- Año de publicación
- 2026
- Estado
- Neu
- Encuadernación
- Taschenbuch
- Idioma
- inglés
- ISBN 13
- 9798868817922
- Peso del artículo
- 1685 gramos
- Dimensiones
- 254 x 178 x 49 mm
- Catálogos de vendedores
- Bücher
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.
“Sinopsis” puede pertenecer a otra edición de este título.
Acerca del autor
Aaron De la Rosa is a Senior Quantitative Analyst and Data Scientist with a strong background in programming, finance, and quantitative analysis. He holds an MSc in Finance and has extensive experience as a Senior Data Scientist. Aaron is proficient in Python, R, C++, and Matlab, and specializes in portfolio optimization, machine learning, deep learning, and algorithmic trading.
As a Quantitative Developer, he has expertise in market and credit risk, sentiment analysis, web scraping, natural language processing, and large language models. Aaron possesses comprehensive financial, quantitative, and modeling expertise, along with strong problem-solving abilities, excellent analytical skills, and broad financial experience.
He is a highly skilled, motivated, competent, and certified Quant with over eight years of experience in quantitative analysis and statistical modeling. Aaron is capable of providing accurate forecasts, optimizing investment portfolios, and developing projects using his knowledge of various programming languages.
“Acerca de” puede pertenecer a otra edición de este título.
preigu
Osnabrück, Alemania
Vendedor de IberLibro desde 5 de agosto de 2024
Tarifas de envío de Alemania a Estados Unidos de America
| Artículo | De 60 a 60 días hábiles | De 60 a 60 días hábiles |
|---|---|---|
| Primer artículo | EUR 70,00 | EUR 70,00 |
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