Beginning C++ for Financial Analysts is a primer for financial analysts and quantitative finance students who know finance but lack programming. Because most computational finance programs are written in C++, acquiring a pertinent subset of C++ programming skills is essential to success in the lucrative and burgeoning labor market for quants.
Beginning C++ for Financial Analysts teaches financial practitioners and students precisely what they need to know to use C++ to do routine financial computations such as valuing complex exotic options by Monte Carlo simulation. As opposed to being a book for programmers who want to tailor their skills to work in the finance industry, this book is for those with financial backgrounds who are novice programmers. Its coverage of the C++ language but is limited to what quants need in their daily work, and its approach is hands-on tutorial. Lessons start from the presumption of zero knowledge and progress step by step through familiar examples from computational finance.
Readers with a financial background will learn how to use modern C++11 to perform standard financial computations, including the following: