Alonso Peña

Advanced_Quantitative_Finance_with_Cplusplus.jpg

Book Description Create and implement mathematical models in C++ using quantitative finance Overview Describes the key mathematical models used for price equity, currency, interest rates, and credit derivatives The complex models are explained step-by-step along with a flow chart of every implementation Illustrates each asset class with fully solved C++ examples, both basic and advanced, […]

Read more »