商品描述
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.
商品描述(中文翻譯)
如果你對金融數學有一些了解，但對程式設計還不太熟悉，那麼《C++ for Financial Mathematics》就是為你而寫的。
C++ 是許多量化金融工作中必備的技能，但學習它可能會讓人感到畏懼。本書彙集了你需要知道的所有內容，以便在 C++ 中定價衍生品，並避免不必要的複雜性或技術細節。它一步一步地引導讀者從程式設計新手成長為編寫一個複雜且靈活的金融數學庫。在每一步中，每個新概念都會用具體的金融範例來激發靈感和說明。
雇主們明白，程式設計不僅僅是了解一種電腦語言。除了涵蓋 C++ 的核心語言特性外，本書還教授編寫真正高品質軟體所需的技能。這些技能包括單元測試、除錯、設計模式和資料結構等主題。
本書教授你在 C++ 中解決現實金融問題所需的所有知識。它可以用於自學，或作為高級本科或碩士課程的教科書。
作者簡介
John Armstrong is a Lecturer in financial mathematics, probability and statistics at King's College London. He has 15 years experience in the financial industry working as a software architect. He co-founded Yolus and designed their innovative risk management system which was adopted by numerous major banks. He has also worked for ION Trading, Dresdner Kleinwort Wasserstein and was an executive director at Goldman Sachs.
作者簡介(中文翻譯)
約翰·阿姆斯特朗（John Armstrong）是倫敦國王學院（King's College London）金融數學、機率與統計的講師。他在金融業擁有15年的經驗，擔任軟體架構師。他共同創立了Yolus，並設計了其創新的風險管理系統，該系統被多家主要銀行採用。他還曾在ION Trading、德累斯頓·克萊因沃特·瓦瑟斯坦（Dresdner Kleinwort Wasserstein）工作，並擔任高盛（Goldman Sachs）的執行董事。
