Stock, Forex, Commodities, Options, Futures, Cryptocurrencies
Free Resources
logo-main
0 items $0.00
Menu
logo-main
0 items $0.00
Browse Categories
  • Trading Courses
  • Forex and Stocks Trading
  • All in One Series
  • Astro Trading
  • Cycle Trading and Market Timing
  • Options Trading
  • Commodity and Futures
  • Geometric and Pattern Trading
  • Investment and Economy
  • Astrology and Numerology
  • Cryptocurrency Books
  • Home
  • Books and Courses
  • Articles
  • Contact Us
  • About US

Free Resources

Login / Register
0 Wishlist
Home Investment and Economy C++ For Quantitative Finance
Winning with ETF Strategies Top Asset Managers Share Their Methods for Beating the Market By Max Isaacman
Winning With ETF Strategies: Top Asset Managers Share Their Methods for Beating the Market $9.24
Back to products
The Most Important Thing Uncommon Sense for The Thoughtful Investor By Howard Marks
The Most Important Thing: Uncommon Sense for The Thoughtful Investor $10.87
C++ For Quantitative Finance By Michael L. Halls-Moore
Click to enlarge

C++ For Quantitative Finance

$14.20

Author(s)

Michael Halls Moore

Format

PDF

Pages

263

Published Date

2014

Add to wishlist
275 People watching this product now!
Category: Investment and Economy Tag: Algorithmic Trading
Share:
  • Description
Description
Rate this product

The C++ For Quantitative Finance book is designed to teach junior/prospective quants with some basic C++ skills to be a professional grade quantitative analyst with advanced C++ skills. The book describes advanced features of C++ such as templates, STL, inheritance, polymorphism and design patterns. In addition, the book applies these features to numerical methods used by quants, such as Finite Differences and Monte Carlo, to numerically determine the price of derivatives. The book is driven by examples and includes many projects to implement the principles and methods taught.

Introduction:

The book has been written for prospective and junior quantitative analysts who have some expo-sure to programming with C++ and wish to learn how to program in a professional environment. It is designed for those who enjoy self-study and can learn by example. Much of the book is about actual programming and implementation – you can’t be a good quant unless you implement your mathematical models!

The book is broken down into chapters, each of which will concentrate either on a feature of C++ or on a particular implementation of a pricing model. The first set of chapters concentrate on intermediate features of C++, along with implementation examples of basic quantitative finance concepts. These initial chapters will teach you about the language features, which will be applied to the implementation of quantitative models later on in the book. You will cover the following topics:

  • Object Oriented Programming (OOP)
  • Option and PayOff  Classes
  • Pass-by-Value/Pass-by-Reference
  • Const Keyword
  • Inheritance
  • Abstract Base Classes
  • Virtual Destructors
  • Function Objects
  • Operator Overloading
  • Generic/Template Programming
  • Standard Template Library (STL)

Contents:

  • Introduction to C++
  • Your First Quantitative Finance C++ Program
  • Option Pay-Off Hierarchies and Inheritance
  • Generic Programming and Template Classes
  • Introduction to the Standard Template Library
  • Function Objects
  • Matrix Classes for Quantitative Finance
  • Numerical Linear Algebra
  • European Options with Monte Carlo
  • Calculating the “Greeks”
  • Asian/Path-Dependent Options with Monte Carlo
  • Implied Volatility
  • Random Number Generation and Statistical Distributions
  • Jump-Diffusion Models
  • Stochastic Volatility
  • Single Factor Black-Scholes with Finite Difference Methods
C++ For Quantitative Finance By Michael L. Halls-Moore pdf

Related products

Jesse-Livermore-Speculator-King-
Quick view
Add to wishlist

Jesse Livermore: Speculator King

$10.92
Add to cart
the cycles of speculation thomas gibson
Quick view
Add to wishlist

The Cycles of Speculation

$15.08
Add to cart
thomas gibson special market letters
Quick view
Add to wishlist

Thomas Gibson’s Special Market Letters

$15.00
Add to cart
Scientific Stock Speculation
Quick view
Add to wishlist

Scientific Stock Speculation

$12.00
Add to cart
Jesse-L.-Livermore-How-To-Trade-Stock
Quick view
Add to wishlist

How to Trade in Stocks

$11.20
Add to cart
What Price Wall Street
Quick view
Add to wishlist

What Price Wall Street

$20.00
Add to cart
Duncan On Investment And Speculation In Stocks And Shares
Quick view
Add to wishlist

Duncan On Investment And Speculation In Stocks And Shares

$11.00
Add to cart
Ten years in Wall Street
Quick view
Add to wishlist

Ten years in Wall Street

$13.00
Add to cart

ONLINE PAYMENT

Payment methods

24/7 SUPPORT

Unlimited help desk

100% SAFE

SSL Certificate

INSTANT DOWNLOAD

Digital Ebooks and Courses

logo-main

Trading Books, Trading Courses, Trading Articles for All Traders

  • Charitsy Building, Zabeel Road, Al Karama st, Dubai
  • Telegram : @sacredtraders
  • Email: [email protected]
Recent Posts
  • Getting Clear With Short-Term Swings By Ron Black
    September 16, 2023 No Comments
  • Market Reactivity By Al Gietzen
    September 9, 2023 No Comments
  • With Trading Systems, Patience Pays Off By Donald W. Pendergast
    September 2, 2023 No Comments

NEW PRODUCTS

  • The Ultimate Book of Investment Quotations By Dean LeBaron, Romesh Vaitilingam The Ultimate Book of Investment Quotations $12.69
  • The Next Big Investment Boom_ Learning the Secrets of Investing from a Master and How to Profit from Commodities By Mark Shipman The Next Big Investment Boom: Learn the Secrets of Investing from a Master and How to Profit from Commodities $15.20
  • USEFUL LINKS
    • Trading Books and Courses
    • W.D. Gann
    • Privacy Policy
    • Terms & Conditions
    • DMCA
2017-2023 Sacred Traders Powerd By Sacred Traders Team
  • Menu
  • Categories
  • Trading Courses
  • Forex and Stocks Trading
  • All in One Series
  • Astro Trading
  • Cycle Trading and Market Timing
  • Options Trading
  • Commodity and Futures
  • Geometric and Pattern Trading
  • Investment and Economy
  • Astrology and Numerology
  • Cryptocurrency Books
  • Home
  • Books and Courses
  • Articles
  • Contact Us
  • About US
Shopping cart
Close
Sign in
Close

Lost your password?

No account yet?

Create an Account
Shop
0 Wishlist
0 items Cart
My account